+183.9%
IJR vs FTAI
+2,361.6%
-2,177.7%
-44.4%
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% | -0.3% |
| 7D | -2.3% | -9.7% | +7.4% | -0.4% |
| 30D | -4.7% | -20.0% | +15.3% | -0.7% |
| 3M | +2.1% | -20.1% | +22.2% | +5.7% |
| 6M | +13.9% | -33.3% | +47.1% | +20.6% |
| YTD | +18.2% | -8.0% | +26.2% | +16.6% |
| 1Y | +21.8% | +8.0% | +13.9% | +15.2% |
| 3Y | +52.2% | +413.4% | -361.2% | -10.9% |
| 5Y | +40.1% | +858.6% | -818.5% | -32.4% |
| 10Y | +169.7% | +3,003.7% | -2,834.0% | -0.9% |
| All | +183.9% | +2,361.6% | -2,177.7% | +5.2% |
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