+2,361.6%
FTAI vs IWF
+432.1%
+1,929.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.9% |
| 7D | -9.7% | -1.7% | -8.0% | -8.2% |
| 30D | -20.0% | -1.8% | -18.2% | -18.4% |
| 3M | -20.1% | +1.5% | -21.5% | -20.7% |
| 6M | -33.3% | +7.7% | -41.0% | -36.8% |
| YTD | -8.0% | +2.7% | -10.7% | -9.0% |
| 1Y | +8.0% | +6.8% | +1.2% | +3.4% |
| 3Y | +413.4% | +76.9% | +336.5% | +227.3% |
| 5Y | +858.6% | +73.4% | +785.2% | +513.9% |
| 10Y | +3,003.7% | +416.4% | +2,587.2% | +902.6% |
| All | +2,361.6% | +432.1% | +1,929.5% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling