+689.7%
TWLO vs IJH
+187.7%
+502.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.5% |
| 7D | -2.4% | -1.9% | -0.6% | -0.4% |
| 30D | -7.8% | -4.6% | -3.2% | -2.9% |
| 3M | +10.0% | -1.2% | +11.2% | +11.5% |
| 6M | +79.5% | +9.4% | +70.1% | +61.9% |
| YTD | +59.8% | +13.3% | +46.5% | +38.1% |
| 1Y | +121.7% | +13.4% | +108.3% | +92.1% |
| 3Y | +240.8% | +50.4% | +190.4% | +117.6% |
| 5Y | -33.6% | +49.0% | -82.5% | -55.1% |
| 10Y | +306.0% | +182.6% | +123.4% | +40.7% |
| All | +689.7% | +187.7% | +502.0% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling