+94.9%
VICI vs IWD
+145.1%
-50.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -4.8% | -0.8% | -3.9% | -3.9% |
| 3M | -10.1% | +6.9% | -17.0% | -16.2% |
| 6M | -9.7% | +18.3% | -28.0% | -24.4% |
| YTD | -8.8% | +22.4% | -31.1% | -26.5% |
| 1Y | -20.2% | +27.4% | -47.7% | -38.6% |
| 3Y | -5.8% | +71.2% | -76.9% | -47.8% |
| 5Y | +9.5% | +75.7% | -66.2% | -41.3% |
| All | +94.9% | +145.1% | -50.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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