-9.5%
ICE vs TWLO
+117.0%
-126.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +4.0% | -7.8% | +11.8% | +4.2% |
| 3M | +13.7% | +10.0% | +3.6% | +13.4% |
| 6M | +0.9% | +79.5% | -78.5% | -1.6% |
| YTD | -2.1% | +59.8% | -62.0% | -6.1% |
| 1Y | -9.5% | +121.7% | -131.2% | -10.3% |
| All | -9.5% | +117.0% | -126.5% | -10.3% |
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