+11.8%
FTAI vs IRE
-97.5%
+109.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.1% | -10.5% | +0.3% |
| 7D | +6.7% | -15.1% | +21.8% | +7.3% |
| 30D | +15.7% | -71.4% | +87.1% | +26.8% |
| 3M | -14.9% | -81.2% | +66.3% | -4.2% |
| 6M | -31.4% | -93.7% | +62.3% | -18.4% |
| YTD | -2.1% | -92.2% | +90.1% | +7.0% |
| 1Y | +23.6% | -97.3% | +120.9% | +40.1% |
| All | +11.8% | -97.5% | +109.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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