+40.0%
ICE vs TWLO
-34.2%
+74.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.6% |
| 7D | -5.3% | -3.9% | -1.4% | -5.0% |
| 30D | +3.0% | -9.7% | +12.7% | +3.8% |
| 3M | +11.4% | +11.6% | -0.2% | +10.0% |
| 6M | -2.0% | +84.7% | -86.7% | -8.2% |
| YTD | -3.1% | +62.5% | -65.6% | -8.4% |
| 1Y | -8.4% | +121.7% | -130.1% | -16.1% |
| 3Y | +40.7% | +253.0% | -212.2% | +19.8% |
| 5Y | +40.0% | -32.5% | +72.4% | +27.8% |
| All | +40.0% | -34.2% | +74.1% | +27.8% |
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