-36.0%
TWLO vs IBB
+20.0%
-55.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -0.7% |
| 7D | -1.2% | -1.7% | +0.4% | +0.6% |
| 30D | -6.4% | +4.9% | -11.2% | -12.1% |
| 3M | +6.3% | +24.2% | -17.9% | -17.6% |
| 6M | +76.4% | +23.8% | +52.6% | +35.3% |
| YTD | +58.8% | +23.0% | +35.9% | +22.0% |
| 1Y | +107.1% | +46.2% | +60.9% | +28.4% |
| 3Y | +245.0% | +64.8% | +180.2% | +71.3% |
| 5Y | -36.0% | +20.9% | -56.9% | -51.9% |
| All | -36.0% | +20.0% | -55.9% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling