+109.7%
SEI vs IRM
+34.4%
+75.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.2% |
| 7D | +10.2% | -0.5% | +10.7% | +10.5% |
| 30D | -1.0% | -8.1% | +7.1% | +5.8% |
| 3M | -27.9% | -9.7% | -18.3% | -22.0% |
| 6M | +10.4% | +10.0% | +0.4% | +2.3% |
| YTD | +20.1% | +43.0% | -22.9% | -8.3% |
| 1Y | +109.7% | +32.7% | +77.1% | +80.6% |
| All | +109.7% | +34.4% | +75.3% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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