+4.2%
ITW vs FTAI
+30.8%
-26.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -3.6% | +0.7% | -4.2% | -3.6% |
| 30D | -9.1% | -12.1% | +2.9% | -8.5% |
| 3M | +8.2% | -21.3% | +29.6% | +9.7% |
| 6M | -4.8% | -30.2% | +25.5% | -3.1% |
| YTD | +11.0% | +0.3% | +10.8% | +12.0% |
| 1Y | +4.2% | +27.2% | -22.9% | +4.5% |
| All | +4.2% | +30.8% | -26.6% | +4.5% |
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 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