+238.6%
SCHD vs ITUB
+220.1%
+18.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | -0.4% | +12.6% | -13.0% | -2.8% |
| 3M | +5.7% | +6.4% | -0.7% | +4.2% |
| 6M | +11.9% | +0.6% | +11.3% | +11.1% |
| YTD | +26.4% | +18.8% | +7.6% | +21.0% |
| 1Y | +27.6% | +31.0% | -3.4% | +19.5% |
| 3Y | +54.9% | +118.1% | -63.1% | +28.9% |
| 5Y | +60.9% | +193.0% | -132.1% | +22.0% |
| All | +238.6% | +220.1% | +18.5% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling