+850.1%
TRGP vs IVZ
+65.9%
+784.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | +8.0% | +3.0% | +5.0% | +6.3% |
| 3M | +8.3% | +14.9% | -6.6% | +0.4% |
| 6M | +23.9% | +36.7% | -12.8% | +4.6% |
| YTD | +59.6% | +25.7% | +34.0% | +38.7% |
| 1Y | +79.4% | +47.7% | +31.7% | +43.6% |
| 3Y | +269.4% | +138.8% | +130.6% | +120.5% |
| 5Y | +641.6% | +62.1% | +579.6% | +415.6% |
| All | +850.1% | +65.9% | +784.3% | +480.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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