+76.3%
ICFI vs VT
+217.6%
-141.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -15.1% | -0.1% | -15.0% | -15.1% |
| 30D | -5.3% | -3.1% | -2.3% | -3.4% |
| 3M | -9.3% | -3.5% | -5.8% | -7.2% |
| 6M | +19.5% | +0.5% | +19.1% | +18.1% |
| YTD | -2.3% | +10.8% | -13.0% | -10.5% |
| 1Y | +0.4% | +11.9% | -11.4% | -8.7% |
| 3Y | -37.0% | +73.0% | -110.0% | -59.7% |
| 5Y | -18.1% | +58.6% | -76.7% | -44.1% |
| 10Y | +76.3% | +219.2% | -142.9% | -38.6% |
| All | +76.3% | +217.6% | -141.3% | -38.6% |
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