+1,286.1%
TJX vs IOVA
-92.2%
+1,378.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.3% |
| 7D | -4.4% | -6.4% | +2.1% | -4.3% |
| 30D | -18.6% | +25.4% | -44.0% | -18.9% |
| 3M | -24.4% | +115.3% | -139.7% | -25.5% |
| 6M | -20.2% | +56.5% | -76.8% | -21.1% |
| YTD | -16.9% | +198.2% | -215.1% | -18.8% |
| 1Y | -8.5% | +242.0% | -250.5% | -11.0% |
| 3Y | +43.7% | +36.8% | +6.9% | +39.9% |
| 5Y | +97.3% | -64.3% | +161.6% | +93.8% |
| 10Y | +289.0% | +2.6% | +286.3% | +277.5% |
| All | +1,286.1% | -92.2% | +1,378.3% | +1,256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling