+188.3%
ITW vs FTAI
+3,098.4%
-2,910.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.6% |
| 7D | -0.7% | -5.2% | +4.5% | 0.0% |
| 30D | -8.3% | -17.9% | +9.6% | -5.9% |
| 3M | +6.0% | -22.7% | +28.8% | +9.2% |
| 6M | 0.0% | -28.0% | +28.0% | +3.0% |
| YTD | +10.2% | -5.0% | +15.2% | +8.6% |
| 1Y | +3.2% | +10.4% | -7.2% | -1.2% |
| 3Y | +21.0% | +425.2% | -404.3% | -20.7% |
| 5Y | +37.9% | +890.3% | -852.4% | -23.2% |
| All | +188.3% | +3,098.4% | -2,910.1% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling