+333.0%
IVV vs FTAI
+2,518.4%
-2,185.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -0.9% | +6.7% | -7.6% | -2.0% |
| 30D | -2.3% | +15.7% | -18.1% | -5.0% |
| 3M | -1.2% | -14.9% | +13.7% | +0.2% |
| 6M | +3.3% | -31.4% | +34.7% | +7.4% |
| YTD | +12.3% | -2.1% | +14.5% | +9.4% |
| 1Y | +12.5% | +23.6% | -11.1% | +5.4% |
| 3Y | +79.2% | +383.8% | -304.6% | +23.4% |
| 5Y | +75.6% | +913.3% | -837.6% | +3.1% |
| 10Y | +313.4% | +2,831.2% | -2,517.8% | +103.9% |
| All | +333.0% | +2,518.4% | -2,185.4% | +113.3% |
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