+686.9%
SEI vs IAG
+372.3%
+314.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +22.6% | -1.1% | +23.7% | +22.8% |
| 30D | +9.1% | +12.1% | -3.0% | +6.5% |
| 3M | -11.3% | +25.5% | -36.9% | -15.5% |
| 6M | +22.0% | -7.1% | +29.1% | +22.0% |
| YTD | +47.3% | +22.9% | +24.4% | +38.6% |
| 1Y | +124.8% | +83.3% | +41.4% | +96.5% |
| 3Y | +591.3% | +808.5% | -217.2% | +337.8% |
| 5Y | +1,008.2% | +838.0% | +170.3% | +555.5% |
| All | +686.9% | +372.3% | +314.7% | +383.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling