+119.7%
TWLO vs IWF
+10.9%
+108.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | +0.5% | -2.6% | -2.5% |
| 30D | +20.6% | -0.4% | +21.0% | +21.3% |
| 3M | -1.5% | -2.6% | +1.1% | +2.3% |
| 6M | +89.4% | +9.1% | +80.3% | +70.8% |
| YTD | +63.8% | +4.5% | +59.3% | +58.1% |
| 1Y | +119.7% | +10.1% | +109.6% | +105.9% |
| All | +119.7% | +10.9% | +108.8% | +105.9% |
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