+63.3%
IWM vs TWLO
+246.1%
-182.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.1% | -9.1% | +6.0% | -1.9% |
| 3M | +2.2% | +11.0% | -8.8% | -0.1% |
| 6M | +15.1% | +79.4% | -64.3% | +2.1% |
| YTD | +18.6% | +59.7% | -41.2% | +7.0% |
| 1Y | +24.0% | +112.3% | -88.3% | +4.9% |
| All | +63.3% | +246.1% | -182.7% | +14.2% |
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 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