+64.3%
TWLO vs IWF
-1.6%
+65.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | -15.9% | -4.2% | -11.7% | -11.0% |
| 30D | -29.0% | -8.1% | -20.9% | -21.2% |
| 3M | +10.0% | -5.1% | +15.1% | +18.1% |
| 6M | +12.6% | -1.4% | +14.0% | +15.8% |
| YTD | +50.1% | -0.1% | +50.2% | +54.4% |
| 1Y | +64.3% | -1.3% | +65.5% | +72.0% |
| All | +64.3% | -1.6% | +65.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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