-13.3%
IONQ vs TWLO
+107.9%
-121.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -6.0% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | -10.3% | -9.1% | -1.2% | -7.6% |
| 3M | -32.7% | +11.0% | -43.7% | -35.9% |
| 6M | +6.3% | +79.4% | -73.0% | -21.8% |
| YTD | -15.0% | +59.7% | -74.7% | -35.7% |
| 1Y | -13.3% | +112.3% | -125.6% | -41.1% |
| All | -13.3% | +107.9% | -121.2% | -41.1% |
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