+121.5%
IBM vs FTAI
+2,588.5%
-2,467.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.3% | +3.9% | -3.6% | -0.2% |
| 30D | -1.5% | -8.8% | +7.4% | -0.6% |
| 3M | -16.8% | -14.5% | -2.3% | -15.8% |
| 6M | -9.0% | -24.0% | +15.0% | -7.6% |
| YTD | -20.1% | +0.5% | -20.5% | -22.2% |
| 1Y | -7.0% | +19.1% | -26.1% | -12.1% |
| 3Y | +72.4% | +460.7% | -388.4% | +20.8% |
| 5Y | +112.0% | +947.3% | -835.4% | +31.0% |
| 10Y | +131.6% | +3,244.4% | -3,112.8% | +21.0% |
| All | +121.5% | +2,588.5% | -2,467.0% | +16.9% |
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