+78.5%
IREN vs TWLO
-25.7%
+104.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.7% |
| 7D | +4.8% | -3.9% | +8.7% | +6.6% |
| 30D | +9.8% | -9.7% | +19.5% | +14.6% |
| 3M | -15.3% | +11.6% | -26.9% | -22.4% |
| 6M | +14.5% | +84.7% | -70.2% | -24.6% |
| YTD | +15.5% | +62.5% | -47.0% | -20.2% |
| 1Y | +29.8% | +121.7% | -91.9% | -27.2% |
| 3Y | +834.5% | +253.0% | +581.5% | +256.7% |
| All | +78.5% | -25.7% | +104.2% | +88.2% |
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