+21.2%
IGV vs TWLO
-34.2%
+55.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +10.5% | +11.6% | -1.1% | +5.9% |
| 6M | +18.2% | +84.7% | -66.5% | -4.0% |
| YTD | -4.2% | +62.5% | -66.7% | -19.5% |
| 1Y | -9.8% | +121.7% | -131.5% | -31.4% |
| 3Y | +39.1% | +253.0% | -213.9% | -13.1% |
| 5Y | +21.2% | -32.5% | +53.7% | +12.7% |
| All | +21.2% | -34.2% | +55.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling