+858.6%
FTAI vs IRM
+186.9%
+671.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.6% |
| 7D | -9.7% | -1.8% | -7.9% | -8.7% |
| 30D | -20.0% | -7.8% | -12.2% | -16.1% |
| 3M | -20.1% | -7.9% | -12.2% | -16.4% |
| 6M | -33.3% | +6.3% | -39.6% | -35.2% |
| YTD | -8.0% | +38.2% | -46.2% | -22.8% |
| 1Y | +8.0% | +19.8% | -11.9% | -2.6% |
| 3Y | +413.4% | +98.8% | +314.7% | +239.7% |
| 5Y | +858.6% | +191.8% | +666.8% | +438.3% |
| All | +858.6% | +186.9% | +671.7% | +438.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling