+137.1%
IJR vs SEI
+644.4%
-507.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | -2.2% | +22.6% | -24.7% | -5.8% |
| 30D | -4.6% | +9.1% | -13.7% | -6.5% |
| 3M | +0.2% | -11.3% | +11.6% | +0.6% |
| 6M | +14.7% | +22.0% | -7.3% | +7.6% |
| YTD | +18.9% | +47.3% | -28.4% | +6.5% |
| 1Y | +19.9% | +124.8% | -104.8% | -2.2% |
| 3Y | +53.0% | +591.3% | -538.2% | -13.6% |
| 5Y | +40.9% | +1,008.2% | -967.4% | -34.3% |
| All | +137.1% | +644.4% | -507.3% | +8.6% |
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