+557.7%
SEI vs IAG
+796.9%
-239.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.7% |
| 7D | +20.7% | -4.1% | +24.7% | +21.7% |
| 30D | +9.1% | +10.6% | -1.5% | +6.4% |
| 3M | -6.0% | +35.4% | -41.4% | -12.5% |
| 6M | +18.9% | -9.5% | +28.5% | +18.7% |
| YTD | +40.1% | +21.8% | +18.3% | +30.8% |
| 1Y | +120.6% | +84.1% | +36.5% | +90.4% |
| All | +557.7% | +796.9% | -239.1% | +323.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling