+301.0%
TWLO vs IAU
+220.2%
+80.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | -7.8% | -1.5% | -6.3% | -7.6% |
| 3M | +10.0% | +3.3% | +6.8% | +9.4% |
| 6M | +79.5% | -16.2% | +95.7% | +84.9% |
| YTD | +59.8% | +0.7% | +59.2% | +58.4% |
| 1Y | +121.7% | +19.2% | +102.4% | +111.2% |
| 3Y | +240.8% | +124.4% | +116.4% | +171.9% |
| 5Y | -33.6% | +140.0% | -173.6% | -49.1% |
| All | +301.0% | +220.2% | +80.8% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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