+119.7%
TWLO vs IONS
-2.1%
+121.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.0% | -4.8% | +2.8% | -1.9% |
| 30D | +20.6% | +7.2% | +13.4% | +19.9% |
| 3M | -1.5% | -22.7% | +21.1% | -2.2% |
| 6M | +89.4% | -26.9% | +116.3% | +88.2% |
| YTD | +63.8% | -26.6% | +90.4% | +61.8% |
| 1Y | +119.7% | -2.1% | +121.9% | +113.2% |
| All | +119.7% | -2.1% | +121.8% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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