+119.7%
TWLO vs IVZ
+56.4%
+63.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -2.0% | +0.6% | -2.7% | -2.2% |
| 30D | +20.6% | +4.0% | +16.6% | +19.6% |
| 3M | -1.5% | +18.2% | -19.7% | -5.3% |
| 6M | +89.4% | +32.8% | +56.6% | +73.4% |
| YTD | +63.8% | +28.7% | +35.0% | +49.7% |
| 1Y | +119.7% | +55.4% | +64.4% | +70.4% |
| All | +119.7% | +56.4% | +63.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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