+18.6%
IVV vs TWLO
+107.9%
-89.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | -9.1% | +7.8% | -0.9% |
| 3M | +3.7% | +11.0% | -7.3% | +2.8% |
| 6M | +13.0% | +79.4% | -66.3% | +7.2% |
| YTD | +12.4% | +59.7% | -47.3% | +7.3% |
| 1Y | +18.6% | +112.3% | -93.7% | +10.5% |
| All | +18.6% | +107.9% | -89.2% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling