+261.4%
TWLO vs IWD
+85.1%
+176.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +4.5% | +2.3% | +2.3% | +1.7% |
| 30D | -22.1% | +3.6% | -25.7% | -25.3% |
| 3M | -15.3% | +2.2% | -17.5% | -17.4% |
| 6M | +9.7% | +13.0% | -3.3% | -5.9% |
| YTD | +48.5% | +26.5% | +22.0% | +8.7% |
| 1Y | +70.3% | +30.1% | +40.2% | +19.7% |
| 3Y | +261.4% | +84.9% | +176.5% | +57.4% |
| All | +261.4% | +85.1% | +176.3% | +57.4% |
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