-2.7%
ICFI vs SPY
+79.8%
-82.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -4.6% | -2.0% | -2.6% | -3.6% |
| 30D | -5.2% | -1.7% | -3.5% | -4.4% |
| 3M | +20.0% | +4.7% | +15.2% | +17.0% |
| 6M | +18.4% | +12.5% | +5.9% | +11.0% |
| YTD | +1.1% | +11.7% | -10.6% | -4.9% |
| 1Y | -10.0% | +17.5% | -27.5% | -17.6% |
| 3Y | -33.2% | +76.6% | -109.8% | -52.9% |
| 5Y | -2.7% | +82.0% | -84.7% | -32.7% |
| All | -2.7% | +79.8% | -82.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling