+709.2%
TWLO vs IWD
+210.1%
+499.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.6% |
| 30D | +20.6% | +0.6% | +20.0% | +20.0% |
| 3M | -1.5% | +7.2% | -8.8% | -9.1% |
| 6M | +89.4% | +16.2% | +73.2% | +59.2% |
| YTD | +63.8% | +23.3% | +40.5% | +28.3% |
| 1Y | +119.7% | +29.6% | +90.2% | +63.0% |
| 3Y | +256.1% | +70.5% | +185.7% | +96.7% |
| 5Y | -36.6% | +73.5% | -110.0% | -64.3% |
| 10Y | +304.3% | +198.3% | +106.0% | +16.3% |
| All | +709.2% | +210.1% | +499.1% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling