+60.2%
IVZ vs TPG
+85.9%
-25.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.3% |
| 7D | +1.1% | -2.9% | +4.0% | +2.8% |
| 30D | +3.1% | +5.0% | -2.0% | -0.2% |
| 3M | +18.2% | +24.9% | -6.7% | +3.0% |
| 6M | +38.6% | +21.1% | +17.5% | +22.2% |
| YTD | +25.9% | -17.3% | +43.2% | +38.4% |
| 1Y | +51.7% | -9.8% | +61.5% | +57.3% |
| 3Y | +138.7% | +95.4% | +43.2% | +49.9% |
| All | +60.2% | +85.9% | -25.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling