+20.3%
IP vs SEI
+565.9%
-545.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +16.3% | -18.3% | -3.2% |
| 7D | +0.1% | +28.8% | -28.8% | -1.9% |
| 30D | -11.2% | +10.4% | -21.6% | -12.1% |
| 3M | +12.3% | -11.4% | +23.7% | +12.6% |
| 6M | -5.2% | +31.2% | -36.4% | -8.9% |
| YTD | -4.0% | +39.7% | -43.7% | -8.8% |
| 1Y | -19.2% | +149.0% | -168.2% | -28.7% |
| 3Y | +20.3% | +560.2% | -539.9% | -7.8% |
| All | +20.3% | +565.9% | -545.6% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling