+62.4%
ICF vs VT
+224.5%
-162.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.4% | -1.7% | -1.6% |
| 30D | -2.9% | +1.0% | -3.9% | -3.7% |
| 3M | -1.1% | +2.4% | -3.5% | -3.5% |
| 6M | +2.2% | +12.0% | -9.8% | -7.7% |
| YTD | +13.1% | +15.3% | -2.2% | -0.4% |
| 1Y | +12.9% | +22.6% | -9.7% | -5.9% |
| 3Y | +33.7% | +74.7% | -41.0% | -18.9% |
| 5Y | +6.1% | +66.1% | -60.0% | -33.1% |
| All | +62.4% | +224.5% | -162.1% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling