-35.6%
TWLO vs IONS
+52.5%
-88.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +0.2% | -8.7% | +8.9% | +2.9% |
| 30D | -9.1% | -1.6% | -7.5% | -9.1% |
| 3M | +11.0% | -24.9% | +35.9% | +18.4% |
| 6M | +79.4% | -25.7% | +105.0% | +91.3% |
| YTD | +59.7% | -29.2% | +88.9% | +72.4% |
| 1Y | +112.3% | -13.0% | +125.3% | +111.6% |
| 3Y | +247.0% | +35.9% | +211.0% | +160.7% |
| 5Y | -35.6% | +54.5% | -90.1% | -55.4% |
| All | -35.6% | +52.5% | -88.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling