-30.2%
TWLO vs IP
-15.4%
-14.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +5.6% | -0.9% | +6.5% | +5.9% |
| 30D | -24.6% | +6.7% | -31.3% | -26.6% |
| 3M | -14.0% | -16.6% | +2.6% | -9.0% |
| 6M | +10.1% | +6.0% | +4.1% | +5.5% |
| YTD | +49.2% | -10.7% | +59.9% | +48.9% |
| 1Y | +65.2% | -6.7% | +71.9% | +61.2% |
| 3Y | +260.7% | +17.1% | +243.5% | +189.1% |
| 5Y | -30.2% | -14.6% | -15.7% | -31.9% |
| All | -30.2% | -15.4% | -14.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling