+58.2%
IVZ vs TPG
+71.4%
-13.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.9% |
| 7D | -2.4% | -11.8% | +9.4% | +4.9% |
| 30D | +2.5% | -6.3% | +8.7% | +6.0% |
| 3M | +17.1% | +13.6% | +3.5% | +7.8% |
| 6M | +35.1% | +13.8% | +21.3% | +23.4% |
| YTD | +24.3% | -23.7% | +48.0% | +43.1% |
| 1Y | +48.7% | -18.2% | +66.8% | +63.1% |
| 3Y | +135.6% | +80.1% | +55.5% | +55.0% |
| All | +58.2% | +71.4% | -13.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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