+68.7%
IYR vs SEI
+647.2%
-578.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.6% |
| 7D | -0.9% | +28.2% | -29.1% | -3.0% |
| 30D | -2.4% | +15.5% | -17.8% | -3.7% |
| 3M | -2.0% | -1.4% | -0.6% | -2.8% |
| 6M | +2.5% | +37.4% | -34.9% | -1.9% |
| YTD | +8.3% | +47.8% | -39.5% | +2.4% |
| 1Y | +6.5% | +174.3% | -167.8% | -6.2% |
| 3Y | +29.3% | +598.5% | -569.1% | -4.7% |
| 5Y | +5.7% | +1,026.2% | -1,020.5% | -30.0% |
| All | +68.7% | +647.2% | -578.5% | +5.3% |
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