+939.8%
IBKR vs TWLO
+847.7%
+92.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | -0.2% | -7.8% | +7.6% | +0.9% |
| 3M | +3.0% | +10.0% | -7.1% | +0.7% |
| 6M | +33.9% | +79.5% | -45.6% | +20.3% |
| YTD | +42.5% | +59.8% | -17.3% | +29.8% |
| 1Y | +44.9% | +121.7% | -76.8% | +25.2% |
| 3Y | +293.0% | +240.8% | +52.2% | +213.1% |
| 5Y | +497.7% | -33.6% | +531.2% | +460.2% |
| 10Y | +1,004.4% | +306.0% | +698.4% | +665.7% |
| All | +939.8% | +847.7% | +92.1% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling