+38.0%
IGV vs TWLO
+252.1%
-214.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.1% |
| 7D | -5.4% | -3.9% | -1.5% | -4.3% |
| 30D | -2.6% | -9.7% | +7.1% | +0.2% |
| 3M | +10.5% | +11.6% | -1.1% | +6.2% |
| 6M | +18.2% | +84.7% | -66.5% | -3.2% |
| YTD | -4.2% | +62.5% | -66.7% | -19.1% |
| 1Y | -9.8% | +121.7% | -131.5% | -30.3% |
| All | +38.0% | +252.1% | -214.1% | -8.0% |
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