+116.3%
IBM vs FTAI
+847.8%
-731.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.2% |
| 7D | -0.3% | -9.7% | +9.4% | +0.6% |
| 30D | -1.8% | -20.0% | +18.2% | 0.0% |
| 3M | -13.5% | -20.1% | +6.6% | -12.3% |
| 6M | -5.1% | -33.3% | +28.2% | -2.8% |
| YTD | -19.4% | -8.0% | -11.4% | -20.7% |
| 1Y | -6.5% | +8.0% | -14.5% | -10.1% |
| 3Y | +73.8% | +413.4% | -339.6% | +26.0% |
| 5Y | +116.3% | +858.6% | -742.3% | +39.8% |
| All | +116.3% | +847.8% | -731.5% | +39.8% |
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 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