+137.2%
IWM vs SEI
+647.2%
-509.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.4% |
| 7D | -1.1% | +28.2% | -29.4% | -5.7% |
| 30D | -3.1% | +15.5% | -18.6% | -6.1% |
| 3M | +2.2% | -1.4% | +3.6% | +0.7% |
| 6M | +15.1% | +37.4% | -22.3% | +5.7% |
| YTD | +18.6% | +47.8% | -29.3% | +6.4% |
| 1Y | +24.0% | +174.3% | -150.3% | -2.4% |
| 3Y | +63.7% | +598.5% | -534.8% | -6.1% |
| 5Y | +38.2% | +1,026.2% | -988.0% | -33.9% |
| All | +137.2% | +647.2% | -509.9% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling