+146.8%
IJH vs SEI
+608.3%
-461.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.1% |
| 7D | -2.5% | +20.7% | -23.1% | -5.6% |
| 30D | -5.0% | +9.1% | -14.1% | -6.8% |
| 3M | +0.5% | -6.0% | +6.5% | -0.1% |
| 6M | +8.2% | +18.9% | -10.7% | +2.7% |
| YTD | +12.5% | +40.1% | -27.7% | +2.8% |
| 1Y | +14.4% | +120.6% | -106.3% | -4.4% |
| 3Y | +49.5% | +562.1% | -512.6% | -9.2% |
| 5Y | +47.8% | +954.5% | -906.7% | -24.1% |
| All | +146.8% | +608.3% | -461.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling