+33.9%
IBKR vs FTAI
-29.8%
+63.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.3% |
| 7D | -1.3% | -5.2% | +3.9% | 0.0% |
| 30D | -0.2% | -17.9% | +17.7% | +4.5% |
| 3M | +3.0% | -22.7% | +25.7% | +8.6% |
| 6M | +33.9% | -28.0% | +61.9% | +44.8% |
| All | +33.9% | -29.8% | +63.6% | +44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling