+68.0%
TWLO vs IBB
+36.8%
+31.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.3% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | -22.4% | +6.8% | -29.1% | -24.2% |
| 3M | -14.2% | +9.2% | -23.5% | -17.1% |
| 6M | +10.5% | +28.3% | -17.8% | +2.1% |
| YTD | +54.3% | +29.4% | +24.9% | +40.3% |
| 1Y | +68.0% | +33.2% | +34.8% | +49.5% |
| All | +68.0% | +36.8% | +31.2% | +49.5% |
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