+247.0%
IAU vs FTAI
+2,588.5%
-2,341.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +3.9% | -3.2% | +0.6% |
| 30D | +0.3% | -8.8% | +9.2% | +0.6% |
| 3M | +0.7% | -14.5% | +15.2% | +1.1% |
| 6M | -15.5% | -24.0% | +8.5% | -15.0% |
| YTD | +1.0% | +0.5% | +0.5% | +0.9% |
| 1Y | +19.6% | +19.1% | +0.5% | +19.1% |
| 3Y | +125.4% | +460.7% | -335.3% | +117.9% |
| 5Y | +140.7% | +947.3% | -806.6% | +129.9% |
| 10Y | +218.1% | +3,244.4% | -3,026.3% | +200.2% |
| All | +247.0% | +2,588.5% | -2,341.5% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling