+21.2%
IP vs SEI
+665.6%
-644.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | 0.0% | -10.8% | +10.8% | +0.5% |
| 30D | +9.4% | -19.0% | +28.4% | +10.3% |
| 3M | -14.1% | +5.8% | -19.8% | -15.3% |
| 6M | +9.2% | -14.9% | +24.1% | +8.7% |
| YTD | -7.5% | +35.4% | -43.0% | -12.6% |
| 1Y | -2.8% | +23.9% | -26.7% | -7.6% |
| 3Y | +21.2% | +661.3% | -640.1% | -7.6% |
| All | +21.2% | +665.6% | -644.4% | -7.6% |
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 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