+165.3%
IWM vs FTAI
+2,995.8%
-2,830.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | -2.5% | -9.7% | +7.1% | -0.4% |
| 30D | -4.4% | -20.0% | +15.6% | 0.0% |
| 3M | +2.2% | -20.1% | +22.3% | +6.2% |
| 6M | +14.0% | -33.3% | +47.3% | +21.6% |
| YTD | +17.4% | -8.0% | +25.4% | +16.0% |
| 1Y | +22.9% | +8.0% | +15.0% | +16.2% |
| 3Y | +62.1% | +413.4% | -351.4% | -9.1% |
| 5Y | +38.2% | +858.6% | -820.4% | -37.3% |
| All | +165.3% | +2,995.8% | -2,830.5% | -8.1% |
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