-32.3%
TWLO vs IQV
-0.1%
-32.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.2% |
| 30D | -7.8% | +8.3% | -16.1% | -12.1% |
| 3M | +10.0% | +44.6% | -34.5% | -12.5% |
| 6M | +79.5% | +52.6% | +26.9% | +37.3% |
| YTD | +59.8% | +16.1% | +43.7% | +43.1% |
| 1Y | +121.7% | +37.3% | +84.4% | +77.4% |
| 3Y | +240.8% | +21.6% | +219.2% | +175.1% |
| All | -32.3% | -0.1% | -32.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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