-30.6%
TWLO vs IAU
+105.6%
-136.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | -4.6% | +9.1% | +4.9% |
| 30D | -22.1% | -5.4% | -16.7% | -21.7% |
| 3M | -15.3% | -10.9% | -4.4% | -14.7% |
| 6M | +9.7% | -17.4% | +27.0% | +10.9% |
| YTD | +48.5% | -10.2% | +58.7% | +50.0% |
| 1Y | +70.3% | -7.1% | +77.4% | +71.6% |
| 3Y | +261.4% | +97.7% | +163.7% | +241.4% |
| All | -30.6% | +105.6% | -136.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling