+153.5%
IEMG vs TWLO
+863.4%
-709.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -0.9% | -3.9% | +3.0% | -0.4% |
| 30D | +2.1% | -9.7% | +11.8% | +3.2% |
| 3M | +4.6% | +11.6% | -7.0% | +2.6% |
| 6M | +14.0% | +84.7% | -70.6% | +4.6% |
| YTD | +22.3% | +62.5% | -40.2% | +13.6% |
| 1Y | +30.7% | +121.7% | -91.0% | +16.4% |
| 3Y | +83.2% | +253.0% | -169.8% | +50.4% |
| 5Y | +47.0% | -32.5% | +79.5% | +39.8% |
| 10Y | +139.9% | +312.7% | -172.9% | +71.9% |
| All | +153.5% | +863.4% | -709.9% | +68.4% |
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