-22.0%
ICFI vs VT
+53.4%
-75.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.2% | -16.7% | -16.6% |
| 7D | -16.5% | -2.3% | -14.2% | -15.6% |
| 30D | -3.8% | -5.0% | +1.1% | -1.5% |
| 3M | -6.5% | -4.9% | -1.6% | -4.2% |
| 6M | +8.7% | -1.5% | +10.2% | +8.8% |
| YTD | -6.1% | +8.5% | -14.5% | -11.2% |
| 1Y | -1.5% | +11.4% | -12.8% | -8.3% |
| 3Y | -37.7% | +70.1% | -107.8% | -55.9% |
| All | -22.0% | +53.4% | -75.4% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling