+746.3%
ICF vs SPY
+785.3%
-39.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | -1.1% | +2.0% | -3.1% | -3.6% |
| 6M | +2.2% | +13.0% | -10.8% | -10.3% |
| YTD | +13.1% | +13.5% | -0.4% | -1.4% |
| 1Y | +12.9% | +20.0% | -7.1% | -7.2% |
| 3Y | +33.7% | +77.2% | -43.5% | -28.1% |
| 5Y | +6.1% | +81.9% | -75.7% | -45.3% |
| 10Y | +63.7% | +314.1% | -250.4% | -66.5% |
| All | +746.3% | +785.3% | -39.0% | -30.5% |
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