+310.3%
IVV vs TWLO
+566.1%
-255.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +2.6% | +4.5% | -2.0% | +2.0% |
| 30D | -2.0% | -22.1% | +20.1% | +0.9% |
| 3M | -2.8% | -15.3% | +12.6% | -1.3% |
| 6M | +2.2% | +9.7% | -7.5% | -0.7% |
| YTD | +11.5% | +48.5% | -37.0% | +3.1% |
| 1Y | +13.5% | +70.3% | -56.8% | +2.9% |
| 3Y | +78.1% | +261.4% | -183.3% | +41.3% |
| 5Y | +73.1% | -30.6% | +103.7% | +61.3% |
| All | +310.3% | +566.1% | -255.7% | +179.4% |
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