+29.9%
SEI vs IRM
+13.1%
+16.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +17.0% | +16.8% |
| 7D | +28.8% | +1.6% | +27.2% | +26.9% |
| 30D | +10.4% | -4.2% | +14.5% | +14.8% |
| 3M | -11.4% | -5.4% | -6.1% | -7.7% |
| All | +29.9% | +13.1% | +16.8% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling