+48.7%
IVZ vs TPG
-16.8%
+65.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.6% |
| 7D | -2.4% | -11.8% | +9.4% | +4.0% |
| 30D | +2.5% | -6.3% | +8.7% | +5.5% |
| 3M | +17.1% | +13.6% | +3.5% | +8.6% |
| 6M | +35.1% | +13.8% | +21.3% | +24.5% |
| YTD | +24.3% | -23.7% | +48.0% | +41.7% |
| 1Y | +48.7% | -18.2% | +66.8% | +61.8% |
| All | +48.7% | -16.8% | +65.4% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling