+686.9%
SEI vs IVZ
+54.0%
+633.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.5% |
| 7D | +22.6% | -2.4% | +25.0% | +24.1% |
| 30D | +9.1% | +3.0% | +6.1% | +7.1% |
| 3M | -11.3% | +14.9% | -26.2% | -18.1% |
| 6M | +22.0% | +36.7% | -14.7% | +2.0% |
| YTD | +47.3% | +25.7% | +21.6% | +29.0% |
| 1Y | +124.8% | +47.7% | +77.1% | +80.4% |
| 3Y | +591.3% | +138.8% | +452.4% | +319.6% |
| 5Y | +1,008.2% | +62.1% | +946.1% | +687.4% |
| All | +686.9% | +54.0% | +633.0% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling