+2,432.1%
FTAI vs IRM
+490.4%
+1,941.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.5% |
| 7D | -0.2% | +3.0% | -3.2% | -1.6% |
| 30D | -13.6% | -5.2% | -8.4% | -11.4% |
| 3M | -20.6% | -8.0% | -12.5% | -17.4% |
| 6M | -32.6% | +9.2% | -41.7% | -35.0% |
| YTD | -5.4% | +41.0% | -46.4% | -19.1% |
| 1Y | +12.9% | +23.3% | -10.4% | +2.3% |
| 3Y | +428.1% | +102.8% | +325.3% | +277.4% |
| 5Y | +863.0% | +192.8% | +670.2% | +484.0% |
| 10Y | +3,092.6% | +439.6% | +2,652.9% | +1,374.7% |
| All | +2,432.1% | +490.4% | +1,941.7% | +1,004.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling