+64.4%
IBIT vs TJX
+38.4%
+26.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.2% | -4.6% | +1.4% | -2.3% |
| 30D | +22.0% | -17.2% | +39.1% | +26.6% |
| 3M | +21.4% | -24.9% | +46.3% | +29.3% |
| 6M | +9.2% | -19.7% | +28.9% | +14.0% |
| YTD | -11.8% | -17.2% | +5.4% | -9.1% |
| 1Y | -32.7% | -9.4% | -23.3% | -33.6% |
| All | +64.4% | +38.4% | +26.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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