+12.3%
IEF vs FTAI
+2,432.1%
-2,419.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.6% | -13.6% | +13.1% | -0.6% |
| 3M | -1.0% | -20.6% | +19.6% | -1.0% |
| 6M | -3.1% | -32.6% | +29.5% | -3.2% |
| YTD | -1.9% | -5.4% | +3.5% | -1.8% |
| 1Y | -1.4% | +12.9% | -14.2% | -1.1% |
| 3Y | +9.8% | +428.1% | -418.3% | +11.1% |
| 5Y | -8.8% | +863.0% | -871.8% | -7.3% |
| 10Y | +4.7% | +3,092.6% | -3,087.9% | +7.7% |
| All | +12.3% | +2,432.1% | -2,419.8% | +14.6% |
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