+449.0%
ICFI price history and return analytics
+371.8%
+77.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | -8.0% | -0.2% | -7.8% | -7.9% |
| 3M | +23.5% | +4.5% | +18.9% | +19.7% |
| 6M | +15.5% | +14.1% | +1.5% | +5.7% |
| YTD | +2.9% | +14.8% | -11.9% | -6.3% |
| 1Y | -8.0% | +21.2% | -29.2% | -19.0% |
| 3Y | -32.1% | +76.6% | -108.6% | -53.4% |
| 5Y | -2.1% | +66.6% | -68.7% | -30.8% |
| 10Y | +113.9% | +222.3% | -108.3% | +2.0% |
| All | +449.0% | +371.8% | +77.2% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling