-32.5%
TWLO vs IAG
+796.9%
-829.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | -3.9% | -4.1% | +0.2% | -3.4% |
| 30D | -9.7% | +10.6% | -20.3% | -10.9% |
| 3M | +11.6% | +35.4% | -23.8% | +7.4% |
| 6M | +84.7% | -9.5% | +94.2% | +84.7% |
| YTD | +62.5% | +21.8% | +40.7% | +55.8% |
| 1Y | +121.7% | +84.1% | +37.6% | +101.3% |
| 3Y | +253.0% | +817.4% | -564.4% | +154.9% |
| 5Y | -32.5% | +830.1% | -862.6% | -53.6% |
| All | -32.5% | +796.9% | -829.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling