+595.4%
TWLO vs IBB
+133.2%
+462.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.0% |
| 7D | +2.8% | -1.4% | +4.2% | +4.2% |
| 30D | -22.4% | +6.8% | -29.1% | -27.8% |
| 3M | -14.2% | +9.2% | -23.5% | -23.0% |
| 6M | +10.5% | +28.3% | -17.8% | -17.5% |
| YTD | +54.3% | +29.4% | +24.9% | +13.1% |
| 1Y | +68.0% | +33.2% | +34.8% | +18.8% |
| 3Y | +273.0% | +90.2% | +182.8% | +68.3% |
| 5Y | -26.3% | +44.0% | -70.3% | -51.9% |
| 10Y | +595.4% | +133.1% | +462.3% | +197.2% |
| All | +595.4% | +133.2% | +462.3% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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