+66.3%
IBIT vs TWLO
+220.9%
-154.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +22.2% | -9.1% | +31.4% | +24.4% |
| 3M | +26.0% | +11.0% | +15.0% | +22.2% |
| 6M | +13.2% | +79.4% | -66.2% | -4.5% |
| YTD | -10.8% | +59.7% | -70.5% | -23.0% |
| 1Y | -29.9% | +112.3% | -142.3% | -44.0% |
| All | +66.3% | +220.9% | -154.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling