+113.1%
IEMG vs FTAI
+2,361.6%
-2,248.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -0.9% | -9.7% | +8.8% | +0.6% |
| 30D | +2.1% | -20.0% | +22.1% | +5.3% |
| 3M | +4.6% | -20.1% | +24.7% | +7.5% |
| 6M | +14.0% | -33.3% | +47.3% | +19.4% |
| YTD | +22.3% | -8.0% | +30.3% | +22.3% |
| 1Y | +30.7% | +8.0% | +22.7% | +27.1% |
| 3Y | +83.2% | +413.4% | -330.2% | +29.2% |
| 5Y | +47.0% | +858.6% | -811.6% | -9.5% |
| 10Y | +139.9% | +3,003.7% | -2,863.8% | +19.0% |
| All | +113.1% | +2,361.6% | -2,248.4% | +6.7% |
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 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