+46.2%
IBIT vs TWLO
+198.3%
-152.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -9.2% | +4.5% | -13.7% | -10.0% |
| 30D | -15.8% | -22.1% | +6.3% | -11.9% |
| 3M | +8.5% | -15.3% | +23.8% | +11.2% |
| 6M | -13.7% | +9.7% | -23.4% | -17.5% |
| YTD | -21.6% | +48.5% | -70.1% | -31.8% |
| 1Y | -30.0% | +70.3% | -100.3% | -41.3% |
| All | +46.2% | +198.3% | -152.1% | -5.9% |
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