-26.3%
TWLO vs IONS
-14.9%
-11.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +2.8% | -29.4% | +32.2% | +12.6% |
| 30D | -22.4% | -35.1% | +12.8% | -12.7% |
| 3M | -14.2% | -48.9% | +34.6% | +3.0% |
| 6M | +10.5% | -62.4% | +72.9% | +43.2% |
| YTD | +54.3% | -64.2% | +118.5% | +102.2% |
| 1Y | +68.0% | -60.9% | +128.9% | +112.5% |
| 3Y | +273.0% | -38.9% | +311.9% | +263.9% |
| 5Y | -26.3% | -15.6% | -10.8% | -44.2% |
| All | -26.3% | -14.9% | -11.4% | -44.2% |
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 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