+240.6%
TWLO vs IRM
+102.2%
+138.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | +3.0% | -2.8% | -0.9% |
| 30D | -9.1% | -5.2% | -3.9% | -7.4% |
| 3M | +11.0% | -8.0% | +19.0% | +13.7% |
| 6M | +79.4% | +9.2% | +70.2% | +70.7% |
| YTD | +59.7% | +41.0% | +18.7% | +35.7% |
| 1Y | +112.3% | +23.3% | +89.1% | +90.5% |
| All | +240.6% | +102.2% | +138.3% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling