+572.9%
TWLO vs IONS
-32.1%
+605.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -2.4% |
| 7D | +4.5% | -26.3% | +30.8% | +12.8% |
| 30D | -22.1% | -31.9% | +9.8% | -13.8% |
| 3M | -15.3% | -48.0% | +32.7% | +0.7% |
| 6M | +9.7% | -62.6% | +72.2% | +41.4% |
| YTD | +48.5% | -63.3% | +111.8% | +91.7% |
| 1Y | +70.3% | -58.4% | +128.7% | +110.6% |
| 3Y | +261.4% | -38.2% | +299.6% | +266.4% |
| 5Y | -30.6% | -11.1% | -19.5% | -38.3% |
| All | +572.9% | -32.1% | +605.0% | +532.0% |
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