+56.9%
IONQ vs TWLO
-34.1%
+90.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.1% | +7.0% |
| 7D | +25.5% | -0.5% | +25.9% | +26.3% |
| 30D | -11.4% | -28.6% | +17.2% | +7.3% |
| 3M | -20.5% | -14.4% | -6.1% | -15.1% |
| 6M | -28.2% | +2.4% | -30.7% | -34.1% |
| YTD | -21.2% | +45.3% | -66.5% | -44.0% |
| 1Y | -40.4% | +61.8% | -102.2% | -60.5% |
| 3Y | +214.7% | +269.0% | -54.3% | +6.3% |
| 5Y | +56.9% | -33.5% | +90.3% | +186.8% |
| All | +56.9% | -34.1% | +90.9% | +186.8% |
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