+122.6%
IEFA vs FTAI
+2,361.6%
-2,238.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.4% | -9.7% | +7.3% | -1.0% |
| 30D | -2.1% | -20.0% | +17.9% | +0.8% |
| 3M | +5.5% | -20.1% | +25.6% | +8.2% |
| 6M | +8.1% | -33.3% | +41.4% | +12.8% |
| YTD | +11.9% | -8.0% | +19.9% | +11.3% |
| 1Y | +18.1% | +8.0% | +10.1% | +14.2% |
| 3Y | +65.5% | +413.4% | -348.0% | +14.9% |
| 5Y | +50.1% | +858.6% | -808.5% | -9.1% |
| 10Y | +144.2% | +3,003.7% | -2,859.4% | +21.9% |
| All | +122.6% | +2,361.6% | -2,238.9% | +10.5% |
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