+572.9%
TWLO vs IOVA
+0.8%
+572.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +4.5% | -3.5% | +8.0% | +5.2% |
| 30D | -22.1% | -45.4% | +23.3% | -14.7% |
| 3M | -15.3% | +19.0% | -34.3% | -20.1% |
| 6M | +9.7% | +112.0% | -102.4% | -9.9% |
| YTD | +48.5% | +184.2% | -135.8% | +12.3% |
| 1Y | +70.3% | +222.0% | -151.6% | +25.1% |
| 3Y | +261.4% | +92.6% | +168.9% | +134.1% |
| 5Y | -30.6% | -63.2% | +32.6% | -43.0% |
| All | +572.9% | +0.8% | +572.1% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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