+301.0%
TWLO vs ITUB
+220.1%
+80.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | -7.8% | +12.6% | -20.4% | -9.9% |
| 3M | +10.0% | +6.4% | +3.6% | +8.4% |
| 6M | +79.5% | +0.6% | +78.9% | +78.1% |
| YTD | +59.8% | +18.8% | +41.0% | +53.1% |
| 1Y | +121.7% | +31.0% | +90.7% | +107.9% |
| 3Y | +240.8% | +118.1% | +122.7% | +187.0% |
| 5Y | -33.6% | +193.0% | -226.6% | -48.5% |
| All | +301.0% | +220.1% | +80.9% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling