+654.3%
SEI vs IOVA
+27.2%
+627.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | +0.2% |
| 7D | +27.6% | -1.4% | +29.0% | +27.9% |
| 30D | -17.1% | -47.4% | +30.3% | -12.0% |
| 3M | +4.6% | +13.2% | -8.6% | +0.8% |
| 6M | -15.1% | +114.3% | -129.4% | -25.0% |
| YTD | +41.2% | +179.5% | -138.3% | +19.2% |
| 1Y | +37.5% | +200.4% | -162.9% | +14.7% |
| 3Y | +693.7% | +92.2% | +601.5% | +526.6% |
| 5Y | +901.7% | -63.8% | +965.5% | +782.1% |
| All | +654.3% | +27.2% | +627.2% | +473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling