+283.6%
TJX vs IOVA
+9.7%
+273.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.7% |
| 7D | -4.6% | -2.2% | -2.4% | -4.5% |
| 30D | -17.2% | +27.6% | -44.8% | -18.6% |
| 3M | -24.9% | +117.2% | -142.1% | -29.2% |
| 6M | -19.7% | +77.7% | -97.4% | -23.8% |
| YTD | -17.2% | +215.0% | -232.2% | -24.9% |
| 1Y | -9.4% | +255.4% | -264.8% | -19.2% |
| 3Y | +43.1% | +42.6% | +0.5% | +26.1% |
| 5Y | +96.7% | -62.2% | +158.9% | +83.8% |
| All | +283.6% | +9.7% | +273.9% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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