+307.6%
TWLO vs IWD
+201.1%
+106.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | -3.9% | -2.3% | -1.6% | -1.3% |
| 30D | -9.7% | -1.8% | -7.9% | -7.8% |
| 3M | +11.6% | +8.0% | +3.6% | +2.4% |
| 6M | +84.7% | +17.0% | +67.7% | +54.6% |
| YTD | +62.5% | +21.3% | +41.2% | +30.2% |
| 1Y | +121.7% | +27.9% | +93.8% | +67.7% |
| 3Y | +253.0% | +70.1% | +182.9% | +97.9% |
| 5Y | -32.5% | +74.2% | -106.7% | -61.6% |
| All | +307.6% | +201.1% | +106.5% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling