+97.2%
TJX vs IVZ
+61.1%
+36.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -4.6% | -2.4% | -2.2% | -4.1% |
| 30D | -17.2% | +3.0% | -20.2% | -17.7% |
| 3M | -24.9% | +14.9% | -39.8% | -27.5% |
| 6M | -19.7% | +36.7% | -56.4% | -25.9% |
| YTD | -17.2% | +25.7% | -42.9% | -22.4% |
| 1Y | -9.4% | +47.7% | -57.1% | -18.8% |
| 3Y | +43.1% | +138.8% | -95.8% | +8.3% |
| All | +97.2% | +61.1% | +36.1% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling