+913.3%
FTAI vs IWD
+74.1%
+839.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +0.9% |
| 7D | +6.7% | -0.6% | +7.2% | +8.2% |
| 30D | +15.7% | +3.6% | +12.1% | +9.0% |
| 3M | -14.9% | +2.7% | -17.6% | -18.5% |
| 6M | -31.4% | +13.2% | -44.6% | -44.1% |
| YTD | -2.1% | +26.8% | -28.9% | -32.6% |
| 1Y | +23.6% | +29.3% | -5.6% | -17.4% |
| 3Y | +383.8% | +85.1% | +298.6% | +92.5% |
| 5Y | +913.3% | +74.2% | +839.1% | +346.3% |
| All | +913.3% | +74.1% | +839.2% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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