+542.0%
SEI vs IOVA
+46.5%
+495.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | +10.2% | +9.7% | +0.5% | +9.1% |
| 30D | -1.0% | +102.5% | -103.6% | -9.7% |
| 3M | -27.9% | +100.7% | -128.6% | -34.5% |
| 6M | +10.4% | +106.3% | -95.9% | -1.0% |
| YTD | +20.1% | +222.0% | -201.8% | +1.8% |
| 1Y | +109.7% | +299.5% | -189.8% | +71.3% |
| 3Y | +458.6% | +42.9% | +415.7% | +361.6% |
| 5Y | +775.3% | -65.0% | +840.3% | +690.6% |
| All | +542.0% | +46.5% | +495.5% | +389.2% |
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 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