+2,588.5%
FTAI vs IAG
+752.1%
+1,836.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +3.9% | +4.3% | -0.3% | +3.4% |
| 30D | -8.8% | +9.8% | -18.6% | -10.0% |
| 3M | -14.5% | +28.9% | -43.4% | -17.4% |
| 6M | -24.0% | -7.6% | -16.4% | -23.7% |
| YTD | +0.5% | +22.0% | -21.5% | -2.4% |
| 1Y | +19.1% | +99.5% | -80.4% | +9.9% |
| 3Y | +460.7% | +818.3% | -357.5% | +348.8% |
| 5Y | +947.3% | +785.9% | +161.4% | +721.2% |
| 10Y | +3,244.4% | +381.1% | +2,863.3% | +2,519.4% |
| All | +2,588.5% | +752.1% | +1,836.4% | +2,017.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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