+38.2%
IWM vs FTAI
+929.6%
-891.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.3% |
| 7D | -1.1% | -0.2% | -1.0% | -1.2% |
| 30D | -3.1% | -13.6% | +10.5% | -0.8% |
| 3M | +2.2% | -20.6% | +22.8% | +5.7% |
| 6M | +15.1% | -32.6% | +47.7% | +21.4% |
| YTD | +18.6% | -5.4% | +23.9% | +16.9% |
| 1Y | +24.0% | +12.9% | +11.1% | +17.5% |
| 3Y | +63.7% | +428.1% | -364.4% | -9.3% |
| 5Y | +38.2% | +863.0% | -824.8% | -40.5% |
| All | +38.2% | +929.6% | -891.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling