+94.9%
VICI vs IRM
+380.6%
-285.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -4.8% | -7.4% | +2.6% | -1.8% |
| 3M | -10.1% | -7.4% | -2.8% | -7.9% |
| 6M | -9.7% | +8.7% | -18.4% | -14.5% |
| YTD | -8.8% | +40.9% | -49.7% | -23.7% |
| 1Y | -20.2% | +20.5% | -40.8% | -29.0% |
| 3Y | -5.8% | +101.7% | -107.5% | -38.5% |
| 5Y | +9.5% | +197.7% | -188.1% | -43.7% |
| All | +94.9% | +380.6% | -285.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling