+709.2%
TWLO vs IONS
+154.6%
+554.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.0% | -4.8% | +2.8% | -0.8% |
| 30D | +20.6% | +7.2% | +13.4% | +18.0% |
| 3M | -1.5% | -22.7% | +21.1% | +3.7% |
| 6M | +89.4% | -26.9% | +116.3% | +102.0% |
| YTD | +63.8% | -26.6% | +90.4% | +73.9% |
| 1Y | +119.7% | -2.1% | +121.9% | +113.2% |
| 3Y | +256.1% | +43.4% | +212.7% | +188.2% |
| 5Y | -36.6% | +47.0% | -83.5% | -49.3% |
| 10Y | +304.3% | +97.2% | +207.2% | +211.1% |
| All | +709.2% | +154.6% | +554.7% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling