+8.2%
SEI vs IRE
-97.6%
+105.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -23.2% | +6.3% | -12.3% |
| 7D | -16.4% | -46.8% | +30.4% | -6.6% |
| 30D | -22.9% | -75.5% | +52.6% | -1.6% |
| 3M | -0.3% | -79.4% | +79.1% | +27.7% |
| 6M | -22.3% | -91.3% | +69.0% | +3.0% |
| YTD | +26.2% | -90.8% | +117.0% | +49.6% |
| 1Y | +8.2% | -97.7% | +105.9% | +41.1% |
| All | +8.2% | -97.6% | +105.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling