+211.4%
ICF vs VT
+368.9%
-157.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -1.0% | -1.1% | +0.1% | +0.2% |
| 30D | -2.4% | -1.0% | -1.5% | -1.5% |
| 3M | -3.3% | +3.2% | -6.4% | -6.9% |
| 6M | +4.1% | +12.5% | -8.4% | -9.2% |
| YTD | +12.0% | +14.1% | -2.0% | -3.9% |
| 1Y | +9.7% | +18.9% | -9.2% | -10.3% |
| 3Y | +33.6% | +74.1% | -40.5% | -29.0% |
| 5Y | +9.5% | +66.9% | -57.4% | -39.8% |
| 10Y | +68.4% | +228.3% | -159.9% | -59.2% |
| All | +211.4% | +368.9% | -157.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded VT 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling