+301.0%
TWLO vs IONS
+87.6%
+213.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -2.4% | -6.7% | +4.3% | -0.4% |
| 30D | -7.8% | -4.1% | -3.7% | -7.0% |
| 3M | +10.0% | -26.6% | +36.6% | +17.9% |
| 6M | +79.5% | -27.5% | +107.0% | +92.4% |
| YTD | +59.8% | -31.5% | +91.3% | +73.6% |
| 1Y | +121.7% | -15.3% | +137.0% | +124.5% |
| 3Y | +240.8% | +31.3% | +209.5% | +179.6% |
| 5Y | -33.6% | +50.2% | -83.8% | -48.0% |
| All | +301.0% | +87.6% | +213.3% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling