+59.5%
SCHW vs ITUB
+186.2%
-126.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.4% |
| 30D | -1.6% | +12.6% | -14.2% | -4.7% |
| 3M | +21.3% | +6.4% | +14.9% | +19.0% |
| 6M | +16.5% | +0.6% | +15.9% | +15.6% |
| YTD | +8.4% | +18.8% | -10.4% | +2.3% |
| 1Y | +15.6% | +31.0% | -15.4% | +5.9% |
| 3Y | +86.8% | +118.1% | -31.2% | +43.7% |
| All | +59.5% | +186.2% | -126.7% | +6.9% |
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 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