+1,015.2%
SCHW vs ITUB
+1,957.3%
-942.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.2% |
| 7D | -2.8% | +1.0% | -3.7% | -3.1% |
| 30D | -0.1% | +10.7% | -10.8% | -3.8% |
| 3M | +20.6% | +10.1% | +10.5% | +16.0% |
| 6M | +15.9% | -0.1% | +16.1% | +14.8% |
| YTD | +8.5% | +18.4% | -9.9% | +0.5% |
| 1Y | +17.8% | +31.3% | -13.4% | +4.7% |
| 3Y | +88.5% | +124.6% | -36.1% | +34.4% |
| 5Y | +60.6% | +192.0% | -131.4% | +0.1% |
| 10Y | +298.0% | +216.0% | +82.1% | +113.2% |
| All | +1,015.2% | +1,957.3% | -942.1% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling