+83.3%
IEMG vs TWLO
+246.3%
-163.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | +1.9% | -7.8% | +9.7% | +2.6% |
| 3M | +1.4% | +10.0% | -8.6% | -0.1% |
| 6M | +15.2% | +79.5% | -64.3% | +6.7% |
| YTD | +23.8% | +59.8% | -36.0% | +15.9% |
| 1Y | +30.7% | +121.7% | -91.0% | +17.1% |
| 3Y | +83.3% | +240.8% | -157.5% | +48.9% |
| All | +83.3% | +246.3% | -163.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling