+55.6%
IOT vs SEI
+1,077.1%
-1,021.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.1% |
| 7D | -0.8% | +20.7% | -21.5% | -3.3% |
| 30D | -4.7% | +9.1% | -13.8% | -6.2% |
| 3M | +17.8% | -6.0% | +23.8% | +16.5% |
| 6M | +16.8% | +18.9% | -2.1% | +9.5% |
| YTD | +8.4% | +40.1% | -31.7% | -2.7% |
| 1Y | -0.8% | +120.6% | -121.4% | -18.8% |
| 3Y | +25.7% | +562.1% | -536.4% | -25.4% |
| All | +55.6% | +1,077.1% | -1,021.5% | -3.9% |
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