+91.9%
IREN vs TWLO
-27.4%
+119.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.1% | +6.6% |
| 7D | +27.5% | -1.2% | +28.7% | +27.9% |
| 30D | +13.8% | -6.4% | +20.2% | +16.5% |
| 3M | -20.7% | +6.3% | -27.0% | -25.4% |
| 6M | +27.9% | +76.4% | -48.6% | -13.6% |
| YTD | +24.3% | +58.8% | -34.6% | -13.2% |
| 1Y | +79.2% | +107.1% | -27.9% | +4.3% |
| 3Y | +904.9% | +245.0% | +659.9% | +288.3% |
| All | +91.9% | -27.4% | +119.3% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling