+79.3%
IREN vs TWLO
-26.9%
+106.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.3% |
| 7D | -1.9% | -2.4% | +0.5% | -0.9% |
| 30D | +0.4% | -7.8% | +8.2% | +3.8% |
| 3M | -22.7% | +10.0% | -32.7% | -28.7% |
| 6M | +4.4% | +79.5% | -75.1% | -30.2% |
| YTD | +16.0% | +59.8% | -43.8% | -19.2% |
| 1Y | +33.4% | +121.7% | -88.3% | -25.3% |
| 3Y | +948.6% | +240.8% | +707.8% | +309.0% |
| All | +79.3% | -26.9% | +106.2% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling