+68.0%
TWLO vs IWD
+30.1%
+38.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | -22.4% | +3.6% | -25.9% | -23.9% |
| 3M | -14.2% | +2.7% | -16.9% | -15.3% |
| 6M | +10.5% | +13.2% | -2.7% | +3.9% |
| YTD | +54.3% | +26.8% | +27.5% | +32.2% |
| 1Y | +68.0% | +29.3% | +38.7% | +39.1% |
| All | +68.0% | +30.1% | +38.0% | +39.1% |
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