+265.9%
IONQ vs TWLO
-31.3%
+297.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +3.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.9% |
| 30D | -1.0% | +20.6% | -21.6% | -11.7% |
| 3M | -39.8% | -1.5% | -38.3% | -40.4% |
| 6M | +6.4% | +89.4% | -83.0% | -30.4% |
| YTD | -11.9% | +63.8% | -75.7% | -37.9% |
| 1Y | -6.2% | +119.7% | -125.9% | -45.1% |
| 3Y | +125.7% | +256.1% | -130.4% | -7.6% |
| 5Y | +296.0% | -36.6% | +332.5% | +219.9% |
| All | +265.9% | -31.3% | +297.2% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling