+646.6%
SEI vs IAG
+368.8%
+277.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.8% | +18.1% | +16.6% |
| 7D | +28.8% | +4.3% | +24.6% | +27.7% |
| 30D | +10.4% | +9.8% | +0.6% | +8.1% |
| 3M | -11.4% | +28.9% | -40.3% | -16.0% |
| 6M | +31.2% | -7.6% | +38.8% | +31.2% |
| YTD | +39.7% | +22.0% | +17.8% | +31.6% |
| 1Y | +149.0% | +99.5% | +49.5% | +114.8% |
| 3Y | +560.2% | +818.3% | -258.1% | +317.2% |
| 5Y | +955.7% | +785.9% | +169.8% | +530.2% |
| All | +646.6% | +368.8% | +277.8% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling