+709.2%
TWLO vs IOVA
+10.2%
+699.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.2% | -3.3% |
| 7D | -2.0% | +9.7% | -11.8% | -3.6% |
| 30D | +20.6% | +102.5% | -82.0% | +4.3% |
| 3M | -1.5% | +100.7% | -102.2% | -15.9% |
| 6M | +89.4% | +106.3% | -16.9% | +57.5% |
| YTD | +63.8% | +222.0% | -158.2% | +23.7% |
| 1Y | +119.7% | +299.5% | -179.8% | +56.0% |
| 3Y | +256.1% | +42.9% | +213.2% | +149.5% |
| 5Y | -36.6% | -65.0% | +28.4% | -46.1% |
| 10Y | +304.3% | +10.3% | +294.1% | +138.9% |
| All | +709.2% | +10.2% | +699.1% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling