+83.3%
IEMG vs FTAI
+424.1%
-340.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | -1.3% | -5.2% | +3.9% | -0.7% |
| 30D | +1.9% | -17.9% | +19.8% | +4.0% |
| 3M | +1.4% | -22.7% | +24.2% | +4.0% |
| 6M | +15.2% | -28.0% | +43.2% | +18.3% |
| YTD | +23.8% | -5.0% | +28.8% | +24.4% |
| 1Y | +30.7% | +10.4% | +20.3% | +29.4% |
| 3Y | +83.3% | +425.2% | -342.0% | +36.4% |
| All | +83.3% | +424.1% | -340.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling