+80.1%
IVV vs TWLO
+259.3%
-179.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.3% |
| 30D | +0.1% | +20.6% | -20.5% | -2.4% |
| 3M | +2.0% | -1.5% | +3.5% | +1.8% |
| 6M | +13.0% | +89.4% | -76.4% | +2.6% |
| YTD | +13.6% | +63.8% | -50.2% | +4.9% |
| 1Y | +20.1% | +119.7% | -99.7% | +5.6% |
| All | +80.1% | +259.3% | -179.1% | +41.5% |
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 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