+64.3%
TWLO vs IAG
+56.5%
+7.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.2% | -10.3% | -1.5% |
| 7D | -15.9% | +1.1% | -17.0% | -16.0% |
| 30D | -29.0% | -5.3% | -23.8% | -28.7% |
| 3M | +10.0% | +18.0% | -8.0% | +8.3% |
| 6M | +12.6% | +7.1% | +5.5% | +11.0% |
| YTD | +50.1% | +5.9% | +44.2% | +44.1% |
| 1Y | +64.3% | +59.4% | +4.9% | +42.0% |
| All | +64.3% | +56.5% | +7.7% | +42.0% |
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