+28.8%
SEI vs IRE
-97.3%
+126.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +10.9% | +8.9% |
| 7D | -4.3% | -15.5% | +11.3% | -2.5% |
| 30D | -18.0% | -70.4% | +52.3% | -0.4% |
| 3M | +8.2% | -81.6% | +89.8% | +39.4% |
| 6M | -13.9% | -94.7% | +80.8% | +22.6% |
| YTD | +37.0% | -91.8% | +128.8% | +63.8% |
| 1Y | +24.5% | -97.6% | +122.1% | +61.9% |
| All | +28.8% | -97.3% | +126.1% | +63.0% |
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