+689.1%
TWLO vs IWF
+430.8%
+258.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.2% |
| 7D | +0.2% | +0.5% | -0.3% | -0.5% |
| 30D | -9.1% | -1.4% | -7.8% | -7.3% |
| 3M | +11.0% | +0.4% | +10.5% | +9.3% |
| 6M | +79.4% | +8.5% | +70.9% | +58.7% |
| YTD | +59.7% | +3.7% | +56.0% | +51.0% |
| 1Y | +112.3% | +8.5% | +103.9% | +88.5% |
| 3Y | +247.0% | +78.5% | +168.4% | +44.9% |
| 5Y | -35.6% | +73.6% | -109.2% | -70.1% |
| 10Y | +305.7% | +421.3% | -115.6% | -70.3% |
| All | +689.1% | +430.8% | +258.3% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling