+646.6%
SEI vs IVZ
+54.3%
+592.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.2% | +18.5% | +17.6% |
| 7D | +28.8% | +1.1% | +27.8% | +27.7% |
| 30D | +10.4% | +3.1% | +7.3% | +8.3% |
| 3M | -11.4% | +18.2% | -29.6% | -19.5% |
| 6M | +31.2% | +38.6% | -7.4% | +8.8% |
| YTD | +39.7% | +25.9% | +13.8% | +22.2% |
| 1Y | +149.0% | +51.7% | +97.3% | +96.8% |
| 3Y | +560.2% | +138.7% | +421.5% | +300.8% |
| 5Y | +955.7% | +62.8% | +892.9% | +648.1% |
| All | +646.6% | +54.3% | +592.3% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling