+103.3%
TWLO vs IRE
-82.8%
+186.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.2% | -13.3% | -3.2% |
| 7D | -1.2% | +58.9% | -60.1% | -2.2% |
| 30D | -6.4% | +17.2% | -23.5% | -6.9% |
| 3M | +6.3% | -58.6% | +64.9% | +6.5% |
| 6M | +76.4% | -23.5% | +99.9% | +72.9% |
| YTD | +58.8% | -47.4% | +106.2% | +53.9% |
| All | +103.3% | -82.8% | +186.1% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling