+591.3%
SEI vs IFF
+29.0%
+562.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.1% |
| 7D | +22.6% | -3.2% | +25.8% | +22.5% |
| 30D | +9.1% | -0.3% | +9.4% | +9.1% |
| 3M | -11.3% | +8.4% | -19.8% | -11.4% |
| 6M | +22.0% | +23.0% | -1.0% | +21.2% |
| YTD | +47.3% | +25.5% | +21.8% | +45.6% |
| 1Y | +124.8% | +29.1% | +95.7% | +121.3% |
| 3Y | +591.3% | +31.7% | +559.6% | +491.8% |
| All | +591.3% | +29.0% | +562.3% | +491.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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