+1,165.9%
WYNN vs IFF
+323.8%
+842.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -2.2% |
| 30D | -14.6% | -0.3% | -14.3% | -14.6% |
| 3M | -18.4% | +8.4% | -26.8% | -23.5% |
| 6M | -11.9% | +23.0% | -34.9% | -25.7% |
| YTD | -26.6% | +25.5% | -52.0% | -39.4% |
| 1Y | -28.5% | +29.1% | -57.6% | -42.6% |
| 3Y | -5.1% | +31.7% | -36.8% | -28.3% |
| 5Y | -10.5% | -35.2% | +24.7% | +5.6% |
| 10Y | +0.3% | -20.7% | +21.0% | -7.9% |
| All | +1,165.9% | +323.8% | +842.1% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling