+686.9%
SEI vs IRM
+444.5%
+242.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.0% |
| 7D | +22.6% | -1.4% | +24.0% | +23.6% |
| 30D | +9.1% | -7.4% | +16.5% | +13.9% |
| 3M | -11.3% | -7.4% | -4.0% | -7.4% |
| 6M | +22.0% | +8.7% | +13.4% | +16.8% |
| YTD | +47.3% | +40.9% | +6.3% | +22.6% |
| 1Y | +124.8% | +20.5% | +104.2% | +103.6% |
| 3Y | +591.3% | +101.7% | +489.6% | +378.1% |
| 5Y | +1,008.2% | +197.7% | +810.6% | +517.7% |
| All | +686.9% | +444.5% | +242.4% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling