+304.7%
IONQ vs TWLO
-37.0%
+341.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +4.1% |
| 7D | +7.1% | -1.2% | +8.3% | +7.7% |
| 30D | -8.9% | -6.4% | -2.5% | -6.1% |
| 3M | -35.6% | +6.3% | -41.8% | -38.9% |
| 6M | +13.3% | +76.4% | -63.2% | -25.1% |
| YTD | -9.8% | +58.8% | -68.6% | -37.1% |
| 1Y | -1.3% | +107.1% | -108.4% | -42.6% |
| 3Y | +109.3% | +245.0% | -135.7% | -19.9% |
| 5Y | +304.7% | -36.0% | +340.7% | +293.1% |
| All | +304.7% | -37.0% | +341.7% | +293.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling