+241.1%
IONQ vs TWLO
-31.8%
+272.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.3% |
| 7D | -5.6% | -3.9% | -1.7% | -3.8% |
| 30D | -15.2% | -9.7% | -5.5% | -10.9% |
| 3M | -34.9% | +11.6% | -46.6% | -39.9% |
| 6M | +4.9% | +84.7% | -79.8% | -30.4% |
| YTD | -17.9% | +62.5% | -80.4% | -42.0% |
| 1Y | -16.0% | +121.7% | -137.7% | -51.1% |
| 3Y | +90.5% | +253.0% | -162.5% | -21.6% |
| 5Y | +268.4% | -32.5% | +300.9% | +193.6% |
| All | +241.1% | -31.8% | +272.9% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling