+23.9%
SEI vs IRE
-98.1%
+122.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.8% | +14.6% | +2.2% |
| 7D | -10.8% | -41.9% | +31.1% | -1.9% |
| 30D | -19.0% | -75.1% | +56.1% | +2.7% |
| 3M | +5.8% | -82.4% | +88.2% | +39.6% |
| 6M | -14.9% | -95.5% | +80.6% | +27.6% |
| YTD | +35.4% | -93.1% | +128.5% | +65.0% |
| 1Y | +23.9% | -97.8% | +121.7% | +67.8% |
| All | +23.9% | -98.1% | +122.0% | +67.8% |
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