+64.3%
TWLO vs IJH
+17.8%
+46.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.7% |
| 7D | -15.9% | +1.7% | -17.6% | -16.9% |
| 30D | -29.0% | +1.2% | -30.3% | -29.6% |
| 3M | +10.0% | -3.4% | +13.5% | +13.0% |
| 6M | +12.6% | +3.7% | +8.9% | +10.5% |
| YTD | +50.1% | +13.9% | +36.2% | +35.9% |
| 1Y | +64.3% | +17.4% | +46.8% | +42.1% |
| All | +64.3% | +17.8% | +46.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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