+702.8%
TWLO vs IQV
+299.0%
+403.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.9% | -5.3% | +1.4% | -0.6% |
| 30D | -9.7% | +5.5% | -15.2% | -12.8% |
| 3M | +11.6% | +41.2% | -29.6% | -11.7% |
| 6M | +84.7% | +50.5% | +34.2% | +39.2% |
| YTD | +62.5% | +14.1% | +48.3% | +44.8% |
| 1Y | +121.7% | +39.9% | +81.8% | +71.1% |
| 3Y | +253.0% | +20.5% | +232.5% | +180.9% |
| 5Y | -32.5% | -1.2% | -31.3% | -37.8% |
| 10Y | +312.7% | +233.9% | +78.9% | +66.7% |
| All | +702.8% | +299.0% | +403.8% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling