-9.5%
IEF vs FTAI
+890.7%
-900.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -1.3% | -5.2% | +3.9% | -1.3% |
| 30D | -1.7% | -17.9% | +16.2% | -1.7% |
| 3M | -2.5% | -22.7% | +20.2% | -2.5% |
| 6M | -3.3% | -28.0% | +24.8% | -3.2% |
| YTD | -2.8% | -5.0% | +2.1% | -2.7% |
| 1Y | -2.7% | +10.4% | -13.1% | -2.6% |
| 3Y | +8.9% | +425.2% | -416.3% | +7.2% |
| All | -9.5% | +890.7% | -900.3% | -11.7% |
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