+121.7%
TWLO vs IRM
+22.0%
+99.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -2.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -7.8% | -7.4% | -0.4% | -6.1% |
| 3M | +10.0% | -7.4% | +17.4% | +11.5% |
| 6M | +79.5% | +8.7% | +70.8% | +71.4% |
| YTD | +59.8% | +40.9% | +18.9% | +38.2% |
| 1Y | +121.7% | +20.5% | +101.2% | +112.3% |
| All | +121.7% | +22.0% | +99.6% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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