+68.8%
ICFI vs VT
+215.5%
-146.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.2% | -16.7% | -16.6% |
| 7D | -16.5% | -2.3% | -14.2% | -15.3% |
| 30D | -3.8% | -5.0% | +1.1% | -0.6% |
| 3M | -6.5% | -4.9% | -1.6% | -3.4% |
| 6M | +8.7% | -1.5% | +10.2% | +8.8% |
| YTD | -6.1% | +8.5% | -14.5% | -12.7% |
| 1Y | -1.5% | +11.4% | -12.8% | -10.2% |
| 3Y | -37.7% | +70.1% | -107.8% | -59.7% |
| 5Y | -22.3% | +53.7% | -76.1% | -45.7% |
| All | +68.8% | +215.5% | -146.7% | -40.5% |
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