-9.4%
TJX vs IOVA
+259.8%
-269.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.3% |
| 7D | -4.6% | -2.2% | -2.4% | -4.6% |
| 30D | -17.2% | +27.6% | -44.8% | -17.2% |
| 3M | -24.9% | +117.2% | -142.1% | -25.4% |
| 6M | -19.7% | +77.7% | -97.4% | -20.5% |
| YTD | -17.2% | +215.0% | -232.2% | -16.9% |
| 1Y | -9.4% | +255.4% | -264.8% | -9.1% |
| All | -9.4% | +259.8% | -269.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling