+148.7%
IJH vs SEI
+644.4%
-495.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | 0.0% |
| 7D | -1.9% | +22.6% | -24.4% | -5.2% |
| 30D | -4.6% | +9.1% | -13.7% | -6.4% |
| 3M | -1.2% | -11.3% | +10.2% | -0.8% |
| 6M | +9.4% | +22.0% | -12.6% | +3.4% |
| YTD | +13.3% | +47.3% | -33.9% | +2.8% |
| 1Y | +13.4% | +124.8% | -111.4% | -5.5% |
| 3Y | +50.4% | +591.3% | -540.8% | -9.2% |
| 5Y | +49.0% | +1,008.2% | -959.3% | -24.1% |
| All | +148.7% | +644.4% | -495.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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