+887.7%
FTAI vs IOT
+54.4%
+833.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | -9.7% | -0.8% | -8.9% | -9.5% |
| 30D | -20.0% | -4.7% | -15.3% | -19.4% |
| 3M | -20.1% | +17.8% | -37.8% | -23.4% |
| 6M | -33.3% | +16.8% | -50.1% | -36.9% |
| YTD | -8.0% | +8.4% | -16.4% | -12.7% |
| 1Y | +8.0% | -0.8% | +8.8% | +4.1% |
| 3Y | +413.4% | +25.7% | +387.7% | +350.0% |
| All | +887.7% | +54.4% | +833.3% | +627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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