+709.2%
TWLO vs IRM
+423.3%
+285.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.8% |
| 7D | -2.0% | -0.5% | -1.6% | -1.8% |
| 30D | +20.6% | -8.1% | +28.7% | +24.5% |
| 3M | -1.5% | -9.7% | +8.1% | +1.9% |
| 6M | +89.4% | +10.0% | +79.4% | +80.1% |
| YTD | +63.8% | +43.0% | +20.8% | +39.1% |
| 1Y | +119.7% | +32.7% | +87.1% | +91.5% |
| 3Y | +256.1% | +102.7% | +153.4% | +152.5% |
| 5Y | -36.6% | +187.6% | -224.1% | -60.8% |
| 10Y | +304.3% | +420.1% | -115.8% | +94.2% |
| All | +709.2% | +423.3% | +285.9% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling