-32.0%
IONQ vs TWLO
+67.9%
-99.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -8.2% |
| 7D | +16.8% | +5.6% | +11.2% | +14.6% |
| 30D | -11.1% | -24.6% | +13.5% | -2.2% |
| 3M | -31.7% | -14.0% | -17.8% | -28.7% |
| 6M | -44.8% | +10.1% | -54.8% | -47.5% |
| YTD | -31.2% | +49.2% | -80.4% | -49.5% |
| All | -32.0% | +67.9% | -99.9% | -52.2% |
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