+762.4%
ICF vs SPY
+747.2%
+15.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | +1.7% | -2.7% | +4.4% | +4.4% |
| 30D | +8.4% | -5.4% | +13.8% | +14.3% |
| 3M | -0.4% | -4.1% | +3.7% | +3.6% |
| 6M | +0.5% | +0.7% | -0.2% | -1.1% |
| YTD | +15.3% | +8.7% | +6.6% | +4.7% |
| 1Y | +15.2% | +10.9% | +4.4% | +2.4% |
| 3Y | +43.6% | +75.0% | -31.4% | -22.1% |
| 5Y | +9.3% | +67.8% | -58.5% | -38.9% |
| 10Y | +87.2% | +312.9% | -225.7% | -61.9% |
| All | +762.4% | +747.2% | +15.2% | -26.2% |
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