+503.6%
IBKR vs TWLO
-33.6%
+537.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | -0.2% | -7.8% | +7.6% | +1.2% |
| 3M | +3.0% | +10.0% | -7.1% | +0.3% |
| 6M | +33.9% | +79.5% | -45.6% | +17.1% |
| YTD | +42.5% | +59.8% | -17.3% | +26.8% |
| 1Y | +44.9% | +121.7% | -76.8% | +20.5% |
| 3Y | +293.0% | +240.8% | +52.2% | +196.8% |
| All | +503.6% | -33.6% | +537.2% | +483.6% |
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 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