+39.0%
SEI vs IRE
-84.0%
+123.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.8% | +12.6% | +7.0% |
| 7D | +28.2% | +29.0% | -0.8% | +22.5% |
| 30D | +15.5% | +24.2% | -8.7% | +9.5% |
| 3M | -1.4% | -53.2% | +51.8% | +2.5% |
| 6M | +37.4% | -36.0% | +73.5% | +25.7% |
| YTD | +47.8% | -51.0% | +98.8% | +32.7% |
| All | +39.0% | -84.0% | +123.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling