+26.4%
IWM vs TWLO
+123.2%
-96.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | -1.3% | +20.6% | -21.8% | -2.8% |
| 3M | +1.6% | -1.5% | +3.2% | +1.6% |
| 6M | +13.6% | +89.4% | -75.9% | +5.5% |
| YTD | +20.8% | +63.8% | -43.0% | +13.8% |
| 1Y | +26.4% | +119.7% | -93.3% | +13.8% |
| All | +26.4% | +123.2% | -96.8% | +13.8% |
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