+2.0%
IBKR vs TWLO
+54.0%
-52.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.9% | -0.7% | -5.6% |
| 7D | -11.1% | -16.9% | +5.9% | -8.4% |
| 30D | -19.7% | -28.3% | +8.6% | -15.6% |
| 3M | -18.0% | +4.0% | -22.0% | -19.1% |
| 6M | -13.2% | +2.8% | -15.9% | -14.8% |
| YTD | +13.4% | +41.3% | -27.9% | -0.2% |
| 1Y | +2.0% | +52.9% | -50.9% | -14.3% |
| All | +2.0% | +54.0% | -52.0% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling