+8.7%
TWLO vs INIO
-40.3%
+49.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.7% | +7.4% | +2.3% |
| 7D | -3.9% | -3.4% | -0.5% | -3.7% |
| 30D | -9.7% | -28.6% | +18.9% | -6.7% |
| 3M | +11.6% | -37.6% | +49.2% | +14.6% |
| All | +8.7% | -40.3% | +49.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 5y: compounded portfolio wealth divided by compounded INIO 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…
5y analysis · Full analysis span regression · Available span rolling