+82.2%
IVV vs TWLO
-37.0%
+119.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | -1.0% | -6.4% | +5.4% | -0.2% |
| 3M | +3.9% | +6.3% | -2.4% | +2.4% |
| 6M | +14.5% | +76.4% | -61.9% | +4.0% |
| YTD | +12.9% | +58.8% | -45.9% | +3.7% |
| 1Y | +19.4% | +107.1% | -87.7% | +4.8% |
| 3Y | +78.8% | +245.0% | -166.2% | +41.1% |
| 5Y | +82.2% | -36.0% | +118.1% | +67.2% |
| All | +82.2% | -37.0% | +119.1% | +67.2% |
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