+108.0%
TWLO vs IRE
-85.3%
+193.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.8% | +9.6% | +1.9% |
| 7D | -3.9% | +7.9% | -11.8% | -4.1% |
| 30D | -9.7% | +9.3% | -19.0% | -10.1% |
| 3M | +11.6% | -52.3% | +63.9% | +11.6% |
| 6M | +84.7% | -38.5% | +123.2% | +81.6% |
| YTD | +62.5% | -54.8% | +117.3% | +57.9% |
| All | +108.0% | -85.3% | +193.3% | +111.8% |
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