+2,432.1%
FTAI vs IVZ
+29.9%
+2,402.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.7% |
| 30D | -13.6% | +1.8% | -15.4% | -14.3% |
| 3M | -20.6% | +15.7% | -36.3% | -25.5% |
| 6M | -32.6% | +36.3% | -68.9% | -40.9% |
| YTD | -5.4% | +24.9% | -30.3% | -14.0% |
| 1Y | +12.9% | +48.9% | -36.1% | -5.2% |
| 3Y | +428.1% | +136.8% | +291.3% | +254.5% |
| 5Y | +863.0% | +60.0% | +803.0% | +633.8% |
| 10Y | +3,092.6% | +63.4% | +3,029.2% | +1,920.6% |
| All | +2,432.1% | +29.9% | +2,402.2% | +1,561.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling