+13.8%
IP vs SEI
+507.3%
-493.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.7% |
| 7D | -5.3% | +10.2% | -15.5% | -6.7% |
| 30D | -10.9% | -1.0% | -9.8% | -11.0% |
| 3M | +11.2% | -27.9% | +39.1% | +15.1% |
| 6M | -10.2% | +10.4% | -20.6% | -14.2% |
| YTD | -2.0% | +20.1% | -22.1% | -8.7% |
| 1Y | -19.1% | +109.7% | -128.8% | -33.2% |
| 3Y | +20.9% | +458.6% | -437.8% | -26.7% |
| 5Y | -17.8% | +775.3% | -793.1% | -58.1% |
| All | +13.8% | +507.3% | -493.4% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling