+109.8%
ICFI vs SPY
+322.5%
-212.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.3% |
| 7D | -2.3% | -0.8% | -1.6% | -1.8% |
| 30D | -3.9% | -1.1% | -2.8% | -3.2% |
| 3M | +18.8% | +3.9% | +14.9% | +15.5% |
| 6M | +20.5% | +13.6% | +6.9% | +9.8% |
| YTD | +1.3% | +12.7% | -11.3% | -7.1% |
| 1Y | -12.4% | +17.5% | -29.9% | -22.1% |
| 3Y | -32.4% | +76.9% | -109.3% | -56.4% |
| 5Y | -2.5% | +83.6% | -86.1% | -39.6% |
| All | +109.8% | +322.5% | -212.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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