+66.7%
IBIT vs TWLO
+219.1%
-152.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -1.3% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +20.6% | -6.4% | +27.0% | +22.0% |
| 3M | +23.7% | +6.3% | +17.4% | +21.1% |
| 6M | +15.0% | +76.4% | -61.4% | -2.6% |
| YTD | -10.6% | +58.8% | -69.4% | -22.7% |
| 1Y | -30.3% | +107.1% | -137.4% | -44.0% |
| All | +66.7% | +219.1% | -152.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 3y: compounded portfolio wealth divided by compounded TWLO 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…
3y analysis · Full analysis span regression · 6 months rolling