+68.4%
IYR vs SEI
+644.4%
-576.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.4% |
| 7D | -1.4% | +22.6% | -23.9% | -3.1% |
| 30D | -2.7% | +9.1% | -11.8% | -3.6% |
| 3M | -2.1% | -11.3% | +9.2% | -2.0% |
| 6M | +3.6% | +22.0% | -18.4% | +0.3% |
| YTD | +8.1% | +47.3% | -39.1% | +2.3% |
| 1Y | +4.7% | +124.8% | -120.0% | -5.8% |
| 3Y | +29.1% | +591.3% | -562.2% | -4.8% |
| 5Y | +6.9% | +1,008.2% | -1,001.3% | -29.1% |
| All | +68.4% | +644.4% | -576.0% | +5.2% |
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