-12.4%
IP vs SEI
+706.3%
-718.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.3% | -13.4% | -0.4% |
| 7D | -5.1% | -18.3% | +13.2% | -3.7% |
| 30D | +8.5% | -24.4% | +33.0% | +10.4% |
| 3M | -13.8% | +1.5% | -15.4% | -15.2% |
| 6M | +5.7% | -25.1% | +30.9% | +6.4% |
| YTD | -9.1% | +26.4% | -35.6% | -14.9% |
| 1Y | -0.8% | +8.9% | -9.7% | -5.8% |
| 3Y | +14.8% | +586.7% | -571.9% | -21.6% |
| All | -12.4% | +706.3% | -718.7% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling