+8.2%
SEI vs IAG
+56.5%
-48.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +10.2% | -27.1% | -19.2% |
| 7D | -16.4% | +1.1% | -17.5% | -16.9% |
| 30D | -22.9% | -5.3% | -17.6% | -21.7% |
| 3M | -0.3% | +18.0% | -18.3% | -5.2% |
| 6M | -22.3% | +7.1% | -29.4% | -25.0% |
| YTD | +26.2% | +5.9% | +20.2% | +22.7% |
| 1Y | +8.2% | +59.4% | -51.2% | -3.6% |
| All | +8.2% | +56.5% | -48.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling