+31.3%
SEI vs IRE
-98.1%
+129.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.4% | +13.3% | +1.8% |
| 7D | +10.5% | -31.8% | +42.3% | +18.4% |
| 30D | -8.0% | -71.8% | +63.7% | +13.0% |
| 3M | +6.7% | -88.9% | +95.6% | +51.1% |
| 6M | -17.0% | -95.4% | +78.3% | +22.3% |
| YTD | +39.7% | -94.2% | +133.9% | +78.1% |
| 1Y | +43.2% | -97.1% | +140.3% | +89.9% |
| All | +31.3% | -98.1% | +129.4% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling