+702.8%
TWLO vs IFF
-15.8%
+718.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -3.9% | -2.8% | -1.1% | -2.8% |
| 30D | -9.7% | -1.1% | -8.6% | -9.4% |
| 3M | +11.6% | +13.8% | -2.2% | +5.4% |
| 6M | +84.7% | +16.7% | +68.0% | +68.9% |
| YTD | +62.5% | +26.1% | +36.4% | +42.9% |
| 1Y | +121.7% | +33.5% | +88.2% | +89.2% |
| 3Y | +253.0% | +31.6% | +221.4% | +191.2% |
| 5Y | -32.5% | -34.9% | +2.4% | -24.3% |
| 10Y | +312.7% | -20.3% | +333.0% | +291.5% |
| All | +702.8% | -15.8% | +718.6% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling