+954.5%
SEI vs IBN
+52.7%
+901.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | +20.7% | -5.5% | +26.1% | +22.5% |
| 30D | +9.1% | -3.4% | +12.5% | +10.0% |
| 3M | -6.0% | +8.7% | -14.7% | -8.8% |
| 6M | +18.9% | +3.7% | +15.2% | +16.8% |
| YTD | +40.1% | -2.4% | +42.5% | +39.7% |
| 1Y | +120.6% | -8.1% | +128.7% | +123.3% |
| 3Y | +562.1% | +26.3% | +535.8% | +497.9% |
| 5Y | +954.5% | +54.9% | +899.5% | +790.8% |
| All | +954.5% | +52.7% | +901.7% | +790.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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