+954.5%
SEI vs IAG
+796.9%
+157.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.7% |
| 7D | +20.7% | -4.1% | +24.7% | +21.6% |
| 30D | +9.1% | +10.6% | -1.5% | +6.6% |
| 3M | -6.0% | +35.4% | -41.4% | -12.1% |
| 6M | +18.9% | -9.5% | +28.5% | +19.2% |
| YTD | +40.1% | +21.8% | +18.3% | +31.4% |
| 1Y | +120.6% | +84.1% | +36.5% | +91.0% |
| 3Y | +562.1% | +817.4% | -255.2% | +310.3% |
| 5Y | +954.5% | +830.1% | +124.4% | +492.9% |
| All | +954.5% | +796.9% | +157.6% | +492.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling