+141.6%
IWM vs SEI
+507.3%
-365.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.2% | -0.3% |
| 7D | +0.1% | +10.2% | -10.2% | -1.7% |
| 30D | -1.3% | -1.0% | -0.2% | -1.4% |
| 3M | +1.6% | -27.9% | +29.5% | +6.1% |
| 6M | +13.6% | +10.4% | +3.2% | +8.7% |
| YTD | +20.8% | +20.1% | +0.6% | +12.8% |
| 1Y | +26.4% | +109.7% | -83.3% | +4.7% |
| 3Y | +60.7% | +458.6% | -397.9% | -3.8% |
| 5Y | +38.2% | +775.3% | -737.1% | -30.4% |
| All | +141.6% | +507.3% | -365.6% | +18.8% |
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 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