+240.6%
TWLO vs IBB
+63.1%
+177.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +0.2% | -3.9% | +4.1% | +2.7% |
| 30D | -9.1% | +2.7% | -11.9% | -11.2% |
| 3M | +11.0% | +21.4% | -10.4% | -2.4% |
| 6M | +79.4% | +20.1% | +59.3% | +57.8% |
| YTD | +59.7% | +21.9% | +37.9% | +38.6% |
| 1Y | +112.3% | +44.1% | +68.2% | +62.8% |
| All | +240.6% | +63.1% | +177.5% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling