+41.8%
IVZ vs TPG
+81.2%
-39.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.0% |
| 30D | -2.2% | +10.0% | -12.1% | -7.6% |
| 3M | -8.1% | -0.9% | -7.2% | -8.3% |
| 6M | +3.8% | +15.1% | -11.3% | -5.6% |
| YTD | +11.5% | -19.4% | +30.8% | +23.9% |
| 1Y | +23.7% | -9.0% | +32.7% | +27.6% |
| 3Y | +145.8% | +76.2% | +69.6% | +63.8% |
| All | +41.8% | +81.2% | -39.3% | -13.7% |
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