+301.0%
TWLO vs IAG
+427.6%
-126.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -7.8% | +12.1% | -19.9% | -8.8% |
| 3M | +10.0% | +25.5% | -15.5% | +7.7% |
| 6M | +79.5% | -7.1% | +86.6% | +79.1% |
| YTD | +59.8% | +22.9% | +37.0% | +55.2% |
| 1Y | +121.7% | +83.3% | +38.3% | +107.7% |
| 3Y | +240.8% | +808.5% | -567.7% | +176.6% |
| 5Y | -33.6% | +838.0% | -871.6% | -48.0% |
| All | +301.0% | +427.6% | -126.6% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling