+702.8%
TWLO vs IJR
+180.7%
+522.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.6% |
| 7D | -3.9% | -2.3% | -1.6% | -1.8% |
| 30D | -9.7% | -4.7% | -5.0% | -5.6% |
| 3M | +11.6% | +2.1% | +9.5% | +9.2% |
| 6M | +84.7% | +13.9% | +70.8% | +63.0% |
| YTD | +62.5% | +18.2% | +44.3% | +37.7% |
| 1Y | +121.7% | +21.8% | +99.9% | +82.9% |
| 3Y | +253.0% | +52.2% | +200.8% | +134.3% |
| 5Y | -32.5% | +40.1% | -72.6% | -49.8% |
| 10Y | +312.7% | +169.7% | +143.1% | +65.8% |
| All | +702.8% | +180.7% | +522.1% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling