+2,582.9%
FTAI vs IWD
+212.7%
+2,370.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.7% |
| 7D | +0.7% | -0.3% | +0.9% | +1.1% |
| 30D | -12.1% | +0.6% | -12.7% | -12.7% |
| 3M | -21.3% | +7.2% | -28.6% | -27.7% |
| 6M | -30.2% | +16.2% | -46.4% | -41.1% |
| YTD | +0.3% | +23.3% | -23.1% | -21.0% |
| 1Y | +27.2% | +29.6% | -2.4% | -5.4% |
| 3Y | +443.9% | +70.5% | +373.4% | +203.6% |
| 5Y | +853.5% | +73.5% | +780.1% | +432.3% |
| 10Y | +3,169.1% | +198.3% | +2,970.8% | +1,065.6% |
| All | +2,582.9% | +212.7% | +2,370.2% | +852.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling