+38.3%
IEMG vs TWLO
+123.2%
-84.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.8% |
| 7D | +2.2% | -2.0% | +4.3% | +2.3% |
| 30D | +4.6% | +20.6% | -16.0% | +3.1% |
| 3M | +0.4% | -1.5% | +1.9% | +0.4% |
| 6M | +16.4% | +89.4% | -73.1% | +10.1% |
| YTD | +25.4% | +63.8% | -38.4% | +19.6% |
| 1Y | +38.3% | +119.7% | -81.5% | +29.2% |
| All | +38.3% | +123.2% | -84.9% | +29.2% |
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 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