-0.8%
IP vs SEI
+10.1%
-10.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.3% | -13.4% | +0.8% |
| 7D | -5.1% | -18.3% | +13.2% | -5.1% |
| 30D | +8.5% | -24.4% | +33.0% | +8.5% |
| 3M | -13.8% | +1.5% | -15.4% | -14.2% |
| 6M | +5.7% | -25.1% | +30.9% | +6.2% |
| YTD | -9.1% | +26.4% | -35.6% | -13.8% |
| 1Y | -0.8% | +8.9% | -9.7% | -4.3% |
| All | -0.8% | +10.1% | -10.9% | -4.3% |
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