+3,076.9%
FTAI vs IRM
+440.8%
+2,636.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.3% |
| 7D | -5.2% | -1.4% | -3.8% | -4.5% |
| 30D | -17.9% | -7.4% | -10.5% | -14.6% |
| 3M | -22.7% | -7.4% | -15.4% | -19.9% |
| 6M | -28.0% | +8.7% | -36.7% | -30.5% |
| YTD | -5.0% | +40.9% | -45.9% | -19.3% |
| 1Y | +10.4% | +20.5% | -10.1% | +0.7% |
| 3Y | +425.2% | +101.7% | +323.5% | +269.6% |
| 5Y | +890.3% | +197.7% | +692.7% | +480.1% |
| All | +3,076.9% | +440.8% | +2,636.1% | +1,355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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