+408.4%
FTAI vs IRM
+98.2%
+310.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.5% |
| 7D | -9.7% | -1.8% | -7.9% | -8.6% |
| 30D | -20.0% | -7.8% | -12.2% | -15.8% |
| 3M | -20.1% | -7.9% | -12.2% | -16.2% |
| 6M | -33.3% | +6.3% | -39.6% | -35.3% |
| YTD | -8.0% | +38.2% | -46.2% | -23.4% |
| 1Y | +8.0% | +19.8% | -11.9% | -3.1% |
| All | +408.4% | +98.2% | +310.2% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling