+283.6%
TJX vs IVZ
+65.9%
+217.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -4.6% | -2.4% | -2.2% | -3.8% |
| 30D | -17.2% | +3.0% | -20.2% | -18.0% |
| 3M | -24.9% | +14.9% | -39.8% | -28.6% |
| 6M | -19.7% | +36.7% | -56.4% | -28.2% |
| YTD | -17.2% | +25.7% | -42.9% | -24.4% |
| 1Y | -9.4% | +47.7% | -57.1% | -22.0% |
| 3Y | +43.1% | +138.8% | -95.8% | -0.4% |
| 5Y | +96.7% | +62.1% | +34.6% | +52.4% |
| All | +283.6% | +65.9% | +217.7% | +138.5% |
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