+16.5%
FTAI vs IVZ
+30.5%
-14.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.2% | -14.7% | -13.5% |
| 7D | +7.4% | +2.6% | +4.8% | +5.2% |
| 30D | +9.0% | -3.5% | +12.5% | +11.6% |
| 3M | -18.9% | -7.4% | -11.5% | -14.4% |
| 6M | -24.9% | +14.7% | -39.6% | -31.8% |
| YTD | -8.3% | +14.6% | -22.9% | -18.9% |
| 1Y | +16.5% | +30.7% | -14.2% | -3.5% |
| All | +16.5% | +30.5% | -14.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling