+810.9%
TRGP vs IVZ
+43.7%
+767.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.7% |
| 7D | +12.4% | +7.6% | +4.8% | +8.7% |
| 30D | +2.6% | +4.3% | -1.7% | +0.1% |
| 3M | +11.9% | -9.3% | +21.2% | +15.9% |
| 6M | +13.9% | +5.2% | +8.7% | +8.7% |
| YTD | +64.2% | +13.4% | +50.7% | +48.4% |
| 1Y | +78.5% | +25.4% | +53.1% | +53.5% |
| 3Y | +272.9% | +152.5% | +120.4% | +114.0% |
| 5Y | +510.7% | +36.7% | +474.0% | +361.9% |
| All | +810.9% | +43.7% | +767.3% | +486.0% |
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