-12.4%
ICFI vs SPY
+18.1%
-30.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -2.3% | -0.8% | -1.6% | -2.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.6% |
| 3M | +18.8% | +3.9% | +14.9% | +17.6% |
| 6M | +20.5% | +13.6% | +6.9% | +13.3% |
| YTD | +1.3% | +12.7% | -11.3% | -4.1% |
| 1Y | -12.4% | +17.5% | -29.9% | -23.4% |
| All | -12.4% | +18.1% | -30.5% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling