+3,076.9%
FTAI vs IVZ
+65.9%
+3,011.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.8% |
| 7D | -5.2% | -2.4% | -2.8% | -4.1% |
| 30D | -17.9% | +3.0% | -20.9% | -19.0% |
| 3M | -22.7% | +14.9% | -37.6% | -27.5% |
| 6M | -28.0% | +36.7% | -64.8% | -37.1% |
| YTD | -5.0% | +25.7% | -30.6% | -14.1% |
| 1Y | +10.4% | +47.7% | -37.3% | -7.3% |
| 3Y | +425.2% | +138.8% | +286.4% | +247.9% |
| 5Y | +890.3% | +62.1% | +828.3% | +644.5% |
| All | +3,076.9% | +65.9% | +3,011.0% | +1,854.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling