+249.9%
ICE vs TWLO
+841.6%
-591.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.9% | -1.9% |
| 7D | -1.2% | -1.2% | +0.1% | -1.0% |
| 30D | +5.0% | -6.4% | +11.3% | +5.6% |
| 3M | +13.9% | +6.3% | +7.6% | +12.7% |
| 6M | -4.4% | +76.4% | -80.8% | -10.6% |
| YTD | -1.9% | +58.8% | -60.7% | -7.5% |
| 1Y | -8.1% | +107.1% | -115.2% | -16.0% |
| 3Y | +42.5% | +245.0% | -202.5% | +20.7% |
| 5Y | +40.6% | -36.0% | +76.6% | +35.0% |
| 10Y | +217.1% | +293.2% | -76.1% | +141.7% |
| All | +249.9% | +841.6% | -591.7% | +151.7% |
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