+644.0%
TWLO vs IBB
+157.5%
+486.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.8% |
| 7D | +0.2% | +0.8% | -0.6% | -0.7% |
| 30D | -26.0% | +5.2% | -31.2% | -30.0% |
| 3M | -14.3% | +8.6% | -22.9% | -22.5% |
| 6M | +6.2% | +27.8% | -21.6% | -20.0% |
| YTD | +50.6% | +28.8% | +21.8% | +11.4% |
| 1Y | +64.0% | +36.4% | +27.6% | +13.5% |
| 3Y | +264.1% | +89.3% | +174.7% | +67.8% |
| 5Y | -27.9% | +43.3% | -71.2% | -52.2% |
| 10Y | +580.0% | +130.6% | +449.4% | +193.9% |
| All | +644.0% | +157.5% | +486.6% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling