+67.7%
IYR vs TWLO
+863.4%
-795.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.1% |
| 7D | -2.8% | -3.9% | +1.1% | -2.5% |
| 30D | -2.5% | -9.7% | +7.2% | -1.8% |
| 3M | -3.0% | +11.6% | -14.6% | -4.3% |
| 6M | +1.6% | +84.7% | -83.0% | -5.0% |
| YTD | +7.3% | +62.5% | -55.2% | +1.3% |
| 1Y | +5.6% | +121.7% | -116.1% | -3.6% |
| 3Y | +28.1% | +253.0% | -224.9% | +9.8% |
| 5Y | +6.1% | -32.5% | +38.6% | -0.3% |
| 10Y | +67.7% | +312.7% | -245.1% | +34.3% |
| All | +67.7% | +863.4% | -795.8% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling