+114.0%
ICFI vs VT
+222.7%
-108.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -2.3% | -0.1% | -2.1% | -2.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.2% |
| 3M | +20.9% | +4.0% | +16.9% | +17.1% |
| 6M | +15.0% | +12.3% | +2.8% | +4.9% |
| YTD | +1.6% | +14.0% | -12.4% | -8.5% |
| 1Y | -9.8% | +20.3% | -30.1% | -21.9% |
| 3Y | -32.9% | +75.4% | -108.3% | -57.3% |
| 5Y | -3.6% | +66.0% | -69.5% | -36.2% |
| 10Y | +114.0% | +228.2% | -114.2% | -21.8% |
| All | +114.0% | +222.7% | -108.7% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling