+684.6%
TWLO vs IAG
+411.7%
+272.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -1.2% | +4.3% | -5.5% | -1.5% |
| 30D | -6.4% | +9.8% | -16.1% | -7.2% |
| 3M | +6.3% | +28.9% | -22.6% | +3.9% |
| 6M | +76.4% | -7.6% | +84.0% | +76.1% |
| YTD | +58.8% | +22.0% | +36.9% | +54.6% |
| 1Y | +107.1% | +99.5% | +7.6% | +93.5% |
| 3Y | +245.0% | +818.3% | -573.3% | +183.8% |
| 5Y | -36.0% | +785.9% | -821.9% | -48.8% |
| 10Y | +293.2% | +381.1% | -87.9% | +222.0% |
| All | +684.6% | +411.7% | +272.9% | +620.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling