+17.0%
IEFA vs FTAI
+7.0%
+10.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.5% | +13.0% | +3.7% |
| 7D | +1.9% | +7.4% | -5.6% | +0.5% |
| 30D | +1.4% | +9.0% | -7.6% | -0.2% |
| 3M | -1.4% | -18.9% | +17.5% | +0.7% |
| 6M | +6.3% | -24.9% | +31.2% | +8.9% |
| YTD | +11.9% | -8.3% | +20.1% | +13.2% |
| 1Y | +17.0% | +16.5% | +0.5% | +16.4% |
| All | +17.0% | +7.0% | +10.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling