+94.9%
VICI vs IVZ
+31.4%
+63.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -4.8% | +3.0% | -7.8% | -5.8% |
| 3M | -10.1% | +14.9% | -25.0% | -14.8% |
| 6M | -9.7% | +36.7% | -46.5% | -19.8% |
| YTD | -8.8% | +25.7% | -34.4% | -17.1% |
| 1Y | -20.2% | +47.7% | -67.9% | -32.0% |
| 3Y | -5.8% | +138.8% | -144.6% | -35.5% |
| 5Y | +9.5% | +62.1% | -52.6% | -16.4% |
| All | +94.9% | +31.4% | +63.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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