Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
0.52 3.59% 0.289
Standard error 0.0628 0.0029
t-statistics 8.23 1.03

Fund Profile

Symbol IDU
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 13.43 7.14 0.50
200009 9.15 -5.44 0.51
200010 -4.15 -2.77 0.56
200011 -0.08 -10.73 0.51
200012 8.06 1.19 0.50
200101 -9.90 3.12 0.54
200102 2.39 -10.08 0.39
200103 0.33 -7.27 0.44
200104 5.39 7.95 0.39
200105 -1.83 0.73 0.32
200106 -6.81 -1.93 0.28
200107 -4.60 -2.13 0.30
200108 -1.56 -6.46 0.31
200109 -9.60 -9.26 0.28
200110 -2.57 2.47 0.22
200111 -3.57 7.54 0.17
200112 4.15 1.60 0.15
200201 -3.96 -1.44 0.14
200202 -1.14 -2.29 0.13
200203 9.74 4.24 0.13
200204 -1.05 -5.20 0.15
200205 -4.74 -1.38 0.14
200206 -4.73 -7.21 0.13
200207 -13.05 -8.18 0.15
200208 4.02 0.50 0.14
200209 -12.40 -10.35 0.14
200210 0.06 7.83 0.14
200211 1.09 5.96 0.12
200212 3.75 -5.76 0.11
200301 -3.25 -2.57 0.10
200302 -4.72 -1.89 0.09
200303 4.52 1.09 0.10
200304 7.22 8.22 0.10
200305 10.44 6.05 0.09
200306 1.07 1.42 0.10
200307 -5.39 2.34 0.07
200308 0.51 2.34 0.07
200309 4.95 -1.23 0.08
200310 1.41 6.08 0.07
200311 0.53 1.35 0.07
200312 7.03 4.30 0.08
200401 1.83 2.15 0.07
200402 1.85 1.40 0.06
200403 1.18 -1.33 0.09
200404 -3.81 -1.83 0.08
200405 1.02 1.18 0.06
200406 1.70 1.86 0.08
200407 0.73 -4.07 0.10
200408 4.16 0.08 0.11
200409 1.08 1.61 0.11
200410 4.28 1.43 0.11
200411 4.32 4.54 0.15
200412 2.88 3.43 0.16
200501 1.43 -2.75 0.16
200502 2.15 1.89 0.16
200503 0.92 -1.96 0.21
200504 2.43 -2.61 0.21
200505 1.26 3.65 0.24
200506 5.36 0.56 0.23
200507 2.08 3.92 0.24
200508 0.87 -1.22 0.30
200509 3.81 0.48 0.29
200510 -7.05 -2.00 0.27
200511 -0.05 3.62 0.31
200512 0.96 -0.25 0.32
200601 2.56 3.04 0.35
200602 0.89 -0.30 0.34
200603 -3.76 1.46 0.37
200604 1.44 0.72 0.36
200605 1.30 -3.57 0.43
200606 2.45 -0.35 0.40
200607 4.74 -0.78 0.40
200608 2.79 2.03 0.42
200609 -1.92 1.84 0.41
200610 5.33 3.23 0.41
200611 2.46 1.71 0.42
200612 1.07 0.87 0.40
200701 -0.27 1.41 0.44
200702 4.51 -1.95 0.38
200703 4.30 0.68 0.43
200704 4.05 3.49 0.44
200705 0.94 3.24 0.41
200706 -5.00 -1.96 0.40
200707 -3.89 -3.74 0.40
200708 1.77 0.92 0.42
200709 3.50 3.23 0.32
200710 6.36 1.80 0.32
200711 -0.29 -4.82 0.34
200712 0.22 -0.86 0.27
200801 -6.89 -6.35 0.21
200802 -3.28 -3.09 0.13
200803 0.42 -0.94 0.17
200804 5.84 4.60 0.18
200805 3.48 1.86 0.18
200806 -0.97 -8.44 0.17
200807 -7.06 -0.77 0.15
200808 -0.77 1.53 0.13
200809 -13.10 -9.24 0.15
200810 -10.59 -17.23 0.08
200811 1.22 -7.86 0.03
200812 -1.83 1.66 0.09
200901 -1.16 -8.12 0.00
200902 -12.58 -10.09 0.01
200903 2.69 8.95 0.02
200904 1.17 10.19 0.01
200905 4.17 5.21 0.00
200906 5.28 0.43 0.01
200907 4.45 7.72 0.01
200908 0.82 3.32 0.01
200909 1.44 4.08 0.01
200910 -3.26 -2.59 0.00
200911 4.48 5.56 0.00
200912 5.68 2.75 0.01
201001 -4.48 -3.36 0.00
201002 -0.70 3.40 0.00
201003 2.94 6.32 0.01
201004 2.77 2.00 0.00
201005 -5.82 -7.89 0.01
201006 -0.83 -5.56 0.01
201007 7.27 6.92 0.01
201008 1.01 -4.77 0.01
201009 3.33 9.54 0.01
201010 1.58 3.88 0.01
201011 -2.51 0.60 0.01
201012 3.16 6.82 0.01
201101 1.55 2.01 0.01
201102 1.65 3.49 0.01
201103 0.65 0.48 0.01
201104 3.91 2.90 0.00
201105 1.42 -1.27 0.00
201106 -0.23 -1.75 0.00
201107 -1.14 -2.34 0.00
201108 1.51 -6.00 0.01
201109 -0.56 -7.60 0.00
201110 4.34 11.34 0.00
201111 0.90 -0.26 0.00
201112 3.41 0.74 0.00
201201 -3.33 5.06 0.00
201202 0.61 4.43 0.00
201203 1.23 3.11 0.00
201204 1.60 -0.84 0.00
201205 -0.09 -6.20 0.01
201206 3.83 3.88 0.00
201207 2.91 0.79 0.00
201208 -3.95 2.56 0.01
201209 1.45 2.74 0.01
201210 1.11 -1.75 0.01
201211 -3.85 0.77 0.01
201212 -0.01 1.18 0.01
201301 5.09 5.58 0.00
201302 2.32 1.28 0.00
201303 5.48 4.03 0.00
201304 5.59 1.56 0.00
201305 -8.05 2.81 0.00
201306 1.18 -1.21 0.00
201307 4.28 5.65 0.00
201308 -5.30 -2.69 0.00
201309 1.36 3.76 0.00
201310 3.86 4.17 0.00
201311 -2.09 3.12 0.00
201312 1.22 2.81 0.00
201401 2.72 -3.26 0.00
201402 3.23 4.65 0.00
201403 3.36 0.41 0.00
201404 3.87 -0.14 0.00
201405 -0.71 2.06 0.00
201406 4.42 2.59 0.00
201407 -7.05 -2.05 0.00
201408 5.24 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.