+119.7%
TWLO vs IAG
+119.5%
+0.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +20.6% | +28.9% | -8.3% | +17.4% |
| 3M | -1.5% | +19.1% | -20.7% | -3.7% |
| 6M | +89.4% | -10.3% | +99.7% | +89.3% |
| YTD | +63.8% | +24.2% | +39.6% | +57.5% |
| 1Y | +119.7% | +116.5% | +3.2% | +102.7% |
| All | +119.7% | +119.5% | +0.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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