+60.2%
SCHD vs ITUB
+186.2%
-126.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.3% |
| 30D | -0.4% | +12.6% | -13.0% | -2.1% |
| 3M | +5.7% | +6.4% | -0.7% | +4.6% |
| 6M | +11.9% | +0.6% | +11.3% | +11.3% |
| YTD | +26.4% | +18.8% | +7.6% | +22.4% |
| 1Y | +27.6% | +31.0% | -3.4% | +21.5% |
| 3Y | +54.9% | +118.1% | -63.1% | +35.1% |
| All | +60.2% | +186.2% | -126.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling