+119.7%
TWLO vs IJR
+25.5%
+94.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.4% |
| 7D | -2.0% | -0.2% | -1.9% | -1.9% |
| 30D | +20.6% | -2.4% | +23.0% | +22.7% |
| 3M | -1.5% | +3.9% | -5.5% | -4.3% |
| 6M | +89.4% | +12.4% | +77.0% | +72.8% |
| YTD | +63.8% | +21.5% | +42.3% | +38.5% |
| 1Y | +119.7% | +24.0% | +95.7% | +82.3% |
| All | +119.7% | +25.5% | +94.2% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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