-32.3%
TWLO vs IWF
+73.7%
-106.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.7% |
| 7D | -2.4% | -0.9% | -1.5% | -1.2% |
| 30D | -7.8% | -1.7% | -6.1% | -5.4% |
| 3M | +10.0% | +0.7% | +9.4% | +8.1% |
| 6M | +79.5% | +8.6% | +70.9% | +58.2% |
| YTD | +59.8% | +3.5% | +56.3% | +51.4% |
| 1Y | +121.7% | +7.0% | +114.6% | +100.4% |
| 3Y | +240.8% | +76.3% | +164.5% | +36.2% |
| All | -32.3% | +73.7% | -106.0% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling