+8.2%
SEI vs IVZ
+30.5%
-22.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +4.2% | -21.1% | -19.8% |
| 7D | -16.4% | +2.6% | -19.1% | -18.6% |
| 30D | -22.9% | -3.5% | -19.4% | -21.1% |
| 3M | -0.3% | -7.4% | +7.1% | +5.0% |
| 6M | -22.3% | +14.7% | -37.0% | -30.4% |
| YTD | +26.2% | +14.6% | +11.5% | +9.3% |
| 1Y | +8.2% | +30.7% | -22.5% | -9.6% |
| All | +8.2% | +30.5% | -22.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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