+314.3%
ICFI vs VOO
+807.8%
-493.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -5.7% | -1.4% | -4.3% | -4.6% |
| 3M | +20.9% | +3.7% | +17.2% | +17.2% |
| 6M | +15.0% | +13.0% | +2.0% | +3.9% |
| YTD | +1.6% | +12.4% | -10.8% | -7.9% |
| 1Y | -9.8% | +18.6% | -28.4% | -21.7% |
| 3Y | -32.9% | +78.1% | -110.9% | -59.3% |
| 5Y | -3.6% | +82.3% | -85.8% | -43.6% |
| 10Y | +114.0% | +322.5% | -208.5% | -44.2% |
| All | +314.3% | +807.8% | -493.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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