+261.4%
TWLO vs IOVA
+99.0%
+162.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +4.5% | -3.5% | +8.0% | +4.9% |
| 30D | -22.1% | -45.4% | +23.3% | -18.1% |
| 3M | -15.3% | +19.0% | -34.3% | -17.2% |
| 6M | +9.7% | +112.0% | -102.4% | -0.2% |
| YTD | +48.5% | +184.2% | -135.8% | +28.9% |
| 1Y | +70.3% | +222.0% | -151.6% | +45.7% |
| 3Y | +261.4% | +92.6% | +168.9% | +183.4% |
| All | +261.4% | +99.0% | +162.4% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling