+139.3%
IAU vs FTAI
+890.7%
-751.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -2.0% | -5.2% | +3.2% | -1.7% |
| 30D | -1.5% | -17.9% | +16.4% | -0.6% |
| 3M | +3.3% | -22.7% | +26.0% | +4.4% |
| 6M | -16.2% | -28.0% | +11.8% | -15.3% |
| YTD | +0.7% | -5.0% | +5.6% | +0.9% |
| 1Y | +19.2% | +10.4% | +8.8% | +18.8% |
| 3Y | +124.4% | +425.2% | -300.8% | +108.9% |
| All | +139.3% | +890.7% | -751.4% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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