+944.0%
IREN vs TWLO
+252.1%
+692.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.4% |
| 7D | +4.8% | -3.9% | +8.7% | +6.0% |
| 30D | +9.8% | -9.7% | +19.5% | +13.2% |
| 3M | -15.3% | +11.6% | -26.9% | -20.2% |
| 6M | +14.5% | +84.7% | -70.2% | -16.2% |
| YTD | +15.5% | +62.5% | -47.0% | -11.8% |
| 1Y | +29.8% | +121.7% | -91.9% | -17.4% |
| All | +944.0% | +252.1% | +692.0% | +408.6% |
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 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