+644.0%
TWLO vs IP
+34.3%
+609.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -26.0% | +9.4% | -35.4% | -28.2% |
| 3M | -14.3% | -14.1% | -0.3% | -10.8% |
| 6M | +6.2% | +9.2% | -3.0% | +1.6% |
| YTD | +50.6% | -7.5% | +58.1% | +49.1% |
| 1Y | +64.0% | -2.8% | +66.8% | +59.3% |
| 3Y | +264.1% | +21.2% | +242.8% | +219.9% |
| 5Y | -27.9% | -11.5% | -16.5% | -30.2% |
| 10Y | +580.0% | +23.7% | +556.4% | +431.2% |
| All | +644.0% | +34.3% | +609.7% | +427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling