+307.6%
TWLO vs IBN
+316.4%
-8.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.9% | -5.5% | +1.6% | -2.3% |
| 30D | -9.7% | -3.4% | -6.3% | -8.8% |
| 3M | +11.6% | +8.7% | +2.9% | +8.7% |
| 6M | +84.7% | +3.7% | +81.0% | +81.9% |
| YTD | +62.5% | -2.4% | +64.9% | +62.7% |
| 1Y | +121.7% | -8.1% | +129.8% | +125.2% |
| 3Y | +253.0% | +26.3% | +226.7% | +222.2% |
| 5Y | -32.5% | +54.9% | -87.4% | -41.6% |
| All | +307.6% | +316.4% | -8.8% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling