-36.8%
IONQ vs TWLO
+65.2%
-102.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.3% |
| 7D | +16.7% | +0.2% | +16.5% | +16.8% |
| 30D | -12.3% | -26.0% | +13.7% | -2.6% |
| 3M | -17.7% | -14.3% | -3.4% | -14.0% |
| 6M | -28.9% | +6.2% | -35.1% | -31.9% |
| YTD | -22.0% | +50.6% | -72.6% | -42.6% |
| 1Y | -36.8% | +64.0% | -100.8% | -56.4% |
| All | -36.8% | +65.2% | -102.1% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling