+311.4%
TWLO vs IP
+23.4%
+288.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.8% |
| 7D | -2.0% | -5.3% | +3.2% | -0.4% |
| 30D | +20.6% | -10.9% | +31.4% | +24.7% |
| 3M | -1.5% | +11.2% | -12.7% | -5.6% |
| 6M | +89.4% | -10.2% | +99.7% | +92.2% |
| YTD | +63.8% | -2.0% | +65.8% | +60.2% |
| 1Y | +119.7% | -19.1% | +138.8% | +127.8% |
| 3Y | +256.1% | +20.9% | +235.3% | +216.3% |
| 5Y | -36.6% | -17.8% | -18.7% | -37.4% |
| All | +311.4% | +23.4% | +288.0% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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