-32.3%
TWLO vs IEF
-9.5%
-22.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -1.6% |
| 30D | -7.8% | -1.7% | -6.1% | -6.8% |
| 3M | +10.0% | -2.5% | +12.6% | +11.9% |
| 6M | +79.5% | -3.3% | +82.7% | +83.4% |
| YTD | +59.8% | -2.8% | +62.7% | +62.8% |
| 1Y | +121.7% | -2.7% | +124.4% | +125.5% |
| 3Y | +240.8% | +8.9% | +231.9% | +217.4% |
| All | -32.3% | -9.5% | -22.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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