+89.0%
ICF vs VT
+223.7%
-134.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +7.3% | -2.6% | +9.9% | +9.4% |
| 3M | +0.7% | -3.2% | +3.9% | +3.2% |
| 6M | +2.6% | +0.9% | +1.7% | +1.1% |
| YTD | +17.0% | +11.3% | +5.7% | +5.8% |
| 1Y | +15.3% | +14.0% | +1.3% | +2.1% |
| 3Y | +48.4% | +75.8% | -27.4% | -10.8% |
| 5Y | +10.6% | +57.8% | -47.3% | -27.3% |
| 10Y | +89.0% | +219.8% | -130.8% | -28.8% |
| All | +89.0% | +223.7% | -134.7% | -28.8% |
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