+2,383.7%
FTAI vs INVH
+75.4%
+2,308.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -5.2% | -3.0% | -2.2% | -3.7% |
| 30D | -17.9% | -7.5% | -10.4% | -14.8% |
| 3M | -22.7% | -5.5% | -17.2% | -21.1% |
| 6M | -28.0% | +11.7% | -39.7% | -32.6% |
| YTD | -5.0% | +1.3% | -6.3% | -6.8% |
| 1Y | +10.4% | -6.1% | +16.5% | +12.3% |
| 3Y | +425.2% | -9.8% | +435.0% | +439.2% |
| 5Y | +890.3% | -19.7% | +910.0% | +977.1% |
| All | +2,383.7% | +75.4% | +2,308.3% | +2,044.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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