+143.5%
IWM vs TWLO
+566.1%
-422.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | +4.5% | -3.1% | +0.7% |
| 30D | +2.3% | -22.1% | +24.4% | +6.0% |
| 3M | -8.3% | -15.3% | +7.0% | -6.7% |
| 6M | -1.3% | +9.7% | -11.0% | -4.8% |
| YTD | +13.5% | +48.5% | -35.0% | +2.7% |
| 1Y | +18.4% | +70.3% | -51.9% | +4.6% |
| 3Y | +69.6% | +261.4% | -191.8% | +27.2% |
| 5Y | +23.3% | -30.6% | +53.8% | +12.9% |
| All | +143.5% | +566.1% | -422.5% | +52.6% |
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