+301.0%
TWLO vs IJR
+172.1%
+128.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.1% |
| 7D | -2.4% | -2.2% | -0.2% | -0.5% |
| 30D | -7.8% | -4.6% | -3.2% | -3.8% |
| 3M | +10.0% | +0.2% | +9.8% | +9.6% |
| 6M | +79.5% | +14.7% | +64.8% | +57.5% |
| YTD | +59.8% | +18.9% | +41.0% | +35.1% |
| 1Y | +121.7% | +19.9% | +101.7% | +86.1% |
| 3Y | +240.8% | +53.0% | +187.8% | +126.3% |
| 5Y | -33.6% | +40.9% | -74.5% | -50.7% |
| All | +301.0% | +172.1% | +128.9% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling