+245.0%
TWLO vs IWD
+71.7%
+173.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.0% |
| 7D | -1.2% | -0.2% | -1.0% | -0.9% |
| 30D | -6.4% | -0.8% | -5.6% | -5.3% |
| 3M | +6.3% | +8.0% | -1.8% | -3.9% |
| 6M | +76.4% | +18.2% | +58.3% | +40.9% |
| YTD | +58.8% | +22.3% | +36.5% | +20.2% |
| 1Y | +107.1% | +28.9% | +78.2% | +45.8% |
| 3Y | +245.0% | +71.5% | +173.4% | +53.5% |
| All | +245.0% | +71.7% | +173.3% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling