+86.0%
TWLO vs IRE
-97.3%
+183.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | -0.5% | -15.5% | +15.1% | -0.4% |
| 30D | -28.6% | -70.4% | +41.8% | -26.7% |
| 3M | -14.4% | -81.6% | +67.3% | -11.7% |
| 6M | +2.4% | -94.7% | +97.1% | +6.8% |
| YTD | +45.3% | -91.8% | +137.0% | +46.1% |
| 1Y | +61.8% | -97.6% | +159.4% | +75.7% |
| All | +86.0% | -97.3% | +183.3% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling