+775.3%
ICF vs SPY
+767.3%
+8.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +7.3% | -3.3% | +10.6% | +10.7% |
| 3M | +0.7% | -2.4% | +3.1% | +2.9% |
| 6M | +2.6% | +2.6% | +0.1% | -0.8% |
| YTD | +17.0% | +11.2% | +5.8% | +3.8% |
| 1Y | +15.3% | +13.4% | +1.9% | +0.2% |
| 3Y | +48.4% | +79.9% | -31.5% | -21.8% |
| 5Y | +10.6% | +72.2% | -61.6% | -39.8% |
| 10Y | +89.0% | +307.3% | -218.3% | -60.8% |
| All | +775.3% | +767.3% | +8.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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