+208.9%
ICF vs VT
+364.8%
-155.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | +0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -0.4% |
| 30D | -2.3% | -1.4% | -0.9% | -0.9% |
| 3M | -4.1% | +4.7% | -8.8% | -9.2% |
| 6M | +2.3% | +11.4% | -9.1% | -9.8% |
| YTD | +11.2% | +13.1% | -1.9% | -3.8% |
| 1Y | +10.5% | +19.0% | -8.5% | -9.7% |
| 3Y | +32.7% | +73.9% | -41.3% | -29.4% |
| 5Y | +8.6% | +65.4% | -56.8% | -39.7% |
| 10Y | +67.1% | +225.4% | -158.3% | -59.2% |
| All | +208.9% | +364.8% | -155.9% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling