+601.7%
TWLO vs IP
+32.0%
+569.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -1.5% | -5.1% | +3.6% | 0.0% |
| 30D | -26.0% | +8.5% | -34.5% | -28.0% |
| 3M | +4.6% | -13.8% | +18.4% | +8.9% |
| 6M | +5.5% | +5.7% | -0.2% | +2.0% |
| YTD | +42.0% | -9.1% | +51.1% | +41.4% |
| 1Y | +58.5% | -0.8% | +59.3% | +52.7% |
| 3Y | +279.7% | +14.8% | +264.9% | +239.7% |
| 5Y | -35.0% | -11.5% | -23.4% | -37.0% |
| 10Y | +539.9% | +27.9% | +512.0% | +385.5% |
| All | +601.7% | +32.0% | +569.7% | +400.0% |
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