+646.6%
SEI vs IRM
+448.8%
+197.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +17.0% | +16.7% |
| 7D | +28.8% | +1.6% | +27.2% | +27.5% |
| 30D | +10.4% | -4.2% | +14.5% | +13.1% |
| 3M | -11.4% | -5.4% | -6.1% | -8.6% |
| 6M | +31.2% | +12.0% | +19.2% | +23.5% |
| YTD | +39.7% | +42.0% | -2.3% | +15.7% |
| 1Y | +149.0% | +29.9% | +119.1% | +116.5% |
| 3Y | +560.2% | +104.4% | +455.8% | +353.2% |
| 5Y | +955.7% | +191.0% | +764.7% | +494.5% |
| All | +646.6% | +448.8% | +197.8% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling