+22.9%
IWM vs TWLO
+115.0%
-92.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -2.5% | -3.9% | +1.4% | -2.3% |
| 30D | -4.4% | -9.7% | +5.3% | -3.8% |
| 3M | +2.2% | +11.6% | -9.4% | +1.2% |
| 6M | +14.0% | +84.7% | -70.7% | +6.3% |
| YTD | +17.4% | +62.5% | -45.1% | +10.7% |
| 1Y | +22.9% | +121.7% | -98.8% | +10.4% |
| All | +22.9% | +115.0% | -92.0% | +10.4% |
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