+7.4%
ICF vs VT
+66.2%
-58.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -1.1% | +2.4% | -3.5% | -3.2% |
| 6M | +2.2% | +12.0% | -9.8% | -6.8% |
| YTD | +13.1% | +15.3% | -2.2% | +0.7% |
| 1Y | +12.9% | +22.6% | -9.7% | -4.5% |
| 3Y | +33.7% | +74.7% | -41.0% | -17.1% |
| All | +7.4% | +66.2% | -58.8% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling