-32.5%
TWLO vs IRM
+186.9%
-219.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.7% |
| 7D | -3.9% | -1.8% | -2.1% | -3.1% |
| 30D | -9.7% | -7.8% | -1.9% | -6.2% |
| 3M | +11.6% | -7.9% | +19.5% | +15.0% |
| 6M | +84.7% | +6.3% | +78.3% | +75.6% |
| YTD | +62.5% | +38.2% | +24.3% | +33.2% |
| 1Y | +121.7% | +19.8% | +101.9% | +95.2% |
| 3Y | +253.0% | +98.8% | +154.2% | +106.6% |
| 5Y | -32.5% | +191.8% | -224.3% | -69.8% |
| All | -32.5% | +186.9% | -219.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling