+55.4%
IOT vs SEI
+1,137.1%
-1,081.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.8% |
| 7D | -4.5% | +22.6% | -27.1% | -7.2% |
| 30D | -2.4% | +9.1% | -11.5% | -4.0% |
| 3M | +19.0% | -11.3% | +30.3% | +19.2% |
| 6M | +19.6% | +22.0% | -2.4% | +11.9% |
| YTD | +8.3% | +47.3% | -39.0% | -3.4% |
| 1Y | -0.8% | +124.8% | -125.6% | -18.8% |
| 3Y | +24.4% | +591.3% | -566.9% | -26.5% |
| All | +55.4% | +1,137.1% | -1,081.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling