+908.9%
FTAI vs IVZ
+61.1%
+847.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.7% |
| 7D | -5.2% | -2.4% | -2.8% | -3.9% |
| 30D | -17.9% | +3.0% | -20.9% | -19.2% |
| 3M | -22.7% | +14.9% | -37.6% | -28.4% |
| 6M | -28.0% | +36.7% | -64.8% | -38.9% |
| YTD | -5.0% | +25.7% | -30.6% | -16.1% |
| 1Y | +10.4% | +47.7% | -37.3% | -10.8% |
| 3Y | +425.2% | +138.8% | +286.4% | +213.6% |
| All | +908.9% | +61.1% | +847.8% | +577.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling