+119.7%
TWLO vs IWD
+30.5%
+89.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.5% |
| 7D | -2.0% | -0.3% | -1.7% | -1.7% |
| 30D | +20.6% | +0.6% | +20.0% | +20.2% |
| 3M | -1.5% | +7.2% | -8.8% | -6.5% |
| 6M | +89.4% | +16.2% | +73.2% | +65.4% |
| YTD | +63.8% | +23.3% | +40.5% | +31.5% |
| 1Y | +119.7% | +29.6% | +90.2% | +63.0% |
| All | +119.7% | +30.5% | +89.3% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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