+245.0%
TWLO vs IONS
+39.5%
+205.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.7% | -2.7% |
| 7D | -1.2% | -5.3% | +4.1% | -0.6% |
| 30D | -6.4% | +0.3% | -6.6% | -6.6% |
| 3M | +6.3% | -22.9% | +29.2% | +8.6% |
| 6M | +76.4% | -23.4% | +99.8% | +80.1% |
| YTD | +58.8% | -28.3% | +87.1% | +63.5% |
| 1Y | +107.1% | -7.0% | +114.1% | +103.8% |
| 3Y | +245.0% | +37.6% | +207.4% | +213.9% |
| All | +245.0% | +39.5% | +205.4% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling