+71.0%
IREN vs TWLO
+123.2%
-52.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.1% | +10.4% | +7.6% |
| 7D | +26.0% | -2.0% | +28.1% | +26.2% |
| 30D | +14.9% | +20.6% | -5.7% | +11.8% |
| 3M | -27.8% | -1.5% | -26.2% | -28.5% |
| 6M | +1.9% | +89.4% | -87.5% | -7.5% |
| YTD | +18.3% | +63.8% | -45.5% | +9.4% |
| 1Y | +71.0% | +119.7% | -48.7% | +51.0% |
| All | +71.0% | +123.2% | -52.2% | +51.0% |
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 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