+64.3%
TWLO vs IFF
+44.8%
+19.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.3% |
| 7D | -15.9% | -3.3% | -12.6% | -16.0% |
| 30D | -29.0% | +5.3% | -34.3% | -29.2% |
| 3M | +10.0% | +8.9% | +1.1% | +10.1% |
| 6M | +12.6% | +26.3% | -13.8% | +12.3% |
| YTD | +50.1% | +32.2% | +17.9% | +44.8% |
| 1Y | +64.3% | +45.8% | +18.5% | +54.2% |
| All | +64.3% | +44.8% | +19.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling