+5.5%
TWLO vs IP
+8.0%
-2.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.5% | -5.1% | +3.6% | -1.4% |
| 30D | -26.0% | +8.5% | -34.5% | -26.5% |
| 3M | +4.6% | -13.8% | +18.4% | +5.1% |
| 6M | +5.5% | +5.7% | -0.2% | +8.4% |
| All | +5.5% | +8.0% | -2.4% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling