+3,076.9%
FTAI vs IWF
+422.7%
+2,654.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.6% |
| 7D | -5.2% | -0.9% | -4.3% | -4.3% |
| 30D | -17.9% | -1.7% | -16.2% | -16.3% |
| 3M | -22.7% | +0.7% | -23.4% | -22.8% |
| 6M | -28.0% | +8.6% | -36.6% | -32.4% |
| YTD | -5.0% | +3.5% | -8.5% | -6.8% |
| 1Y | +10.4% | +7.0% | +3.4% | +5.2% |
| 3Y | +425.2% | +76.3% | +348.9% | +229.0% |
| 5Y | +890.3% | +74.8% | +815.6% | +517.3% |
| All | +3,076.9% | +422.7% | +2,654.2% | +871.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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