+898.9%
SEI vs IRM
+187.5%
+711.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.6% |
| 7D | +10.5% | +6.8% | +3.7% | +5.9% |
| 30D | -8.0% | +2.6% | -10.6% | -8.9% |
| 3M | +6.7% | -9.5% | +16.2% | +14.7% |
| 6M | -17.0% | -8.5% | -8.5% | -11.3% |
| YTD | +39.7% | +40.3% | -0.6% | +16.0% |
| 1Y | +43.2% | +28.7% | +14.5% | +25.2% |
| 3Y | +676.3% | +111.8% | +564.5% | +422.1% |
| All | +898.9% | +187.5% | +711.4% | +463.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling