+275.6%
TWLO vs IONS
-38.5%
+314.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +2.8% | -29.4% | +32.2% | +6.6% |
| 30D | -22.4% | -35.1% | +12.8% | -18.5% |
| 3M | -14.2% | -48.9% | +34.6% | -7.7% |
| 6M | +10.5% | -62.4% | +72.9% | +22.5% |
| YTD | +54.3% | -64.2% | +118.5% | +71.8% |
| 1Y | +68.0% | -60.9% | +128.9% | +84.2% |
| All | +275.6% | -38.5% | +314.0% | +279.6% |
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