+954.5%
SEI vs IOVA
-66.4%
+1,020.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.9% |
| 7D | +20.7% | -6.4% | +27.1% | +21.4% |
| 30D | +9.1% | +25.4% | -16.3% | +6.3% |
| 3M | -6.0% | +115.3% | -121.3% | -14.1% |
| 6M | +18.9% | +56.5% | -37.6% | +11.2% |
| YTD | +40.1% | +198.2% | -158.0% | +22.1% |
| 1Y | +120.6% | +242.0% | -121.4% | +88.0% |
| 3Y | +562.1% | +36.8% | +525.3% | +465.9% |
| 5Y | +954.5% | -64.3% | +1,018.7% | +936.2% |
| All | +954.5% | -66.4% | +1,020.9% | +936.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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