+109.7%
TWLO vs IRE
-84.4%
+194.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +14.0% | -17.1% | -3.4% |
| 7D | -2.0% | +54.8% | -56.8% | -2.9% |
| 30D | +20.6% | +18.4% | +2.2% | +19.8% |
| 3M | -1.5% | -66.7% | +65.2% | -0.9% |
| 6M | +89.4% | -52.3% | +141.7% | +86.9% |
| YTD | +63.8% | -52.3% | +116.1% | +59.1% |
| All | +109.7% | -84.4% | +194.1% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling