+31.3%
SEI vs IRE
-82.8%
+114.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +10.2% | +6.1% | +14.5% |
| 7D | +28.8% | +58.9% | -30.1% | +18.7% |
| 30D | +10.4% | +17.2% | -6.8% | +5.6% |
| 3M | -11.4% | -58.6% | +47.2% | -6.5% |
| 6M | +31.2% | -23.5% | +54.7% | +16.5% |
| YTD | +39.7% | -47.4% | +87.1% | +24.0% |
| All | +31.3% | -82.8% | +114.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling