+121.7%
TWLO vs IBB
+44.5%
+77.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | -7.8% | +1.1% | -8.9% | -8.6% |
| 3M | +10.0% | +19.0% | -9.0% | +1.7% |
| 6M | +79.5% | +18.9% | +60.6% | +64.8% |
| YTD | +59.8% | +20.3% | +39.5% | +44.2% |
| 1Y | +121.7% | +41.5% | +80.2% | +67.6% |
| All | +121.7% | +44.5% | +77.2% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling