-2.8%
IP vs SEI
+21.1%
-23.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | 0.0% | -10.8% | +10.8% | -0.1% |
| 30D | +9.4% | -19.0% | +28.4% | +9.4% |
| 3M | -14.1% | +5.8% | -19.8% | -14.5% |
| 6M | +9.2% | -14.9% | +24.1% | +9.1% |
| YTD | -7.5% | +35.4% | -43.0% | -13.3% |
| 1Y | -2.8% | +23.9% | -26.7% | -7.9% |
| All | -2.8% | +21.1% | -23.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling