Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
1.22 1.17% 0.515
Standard error 0.1207 0.0057
t-statistics 10.10 0.17

Fund Profile

Symbol IEO
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 3.30 -0.78 0.40
200608 -5.50 2.03 0.42
200609 -6.68 1.84 0.41
200610 4.86 3.23 0.41
200611 8.29 1.71 0.42
200612 -7.64 0.87 0.40
200701 3.30 1.41 0.44
200702 -0.80 -1.95 0.38
200703 5.81 0.68 0.43
200704 5.61 3.49 0.44
200705 7.01 3.24 0.41
200706 0.11 -1.96 0.40
200707 -4.94 -3.74 0.40
200708 -2.14 0.92 0.42
200709 8.93 3.23 0.32
200710 11.63 1.80 0.32
200711 -7.06 -4.82 0.34
200712 8.26 -0.86 0.27
200801 -7.10 -6.35 0.21
200802 13.59 -3.09 0.13
200803 -1.71 -0.94 0.17
200804 8.87 4.60 0.18
200805 8.37 1.86 0.18
200806 5.97 -8.44 0.17
200807 -22.35 -0.77 0.15
200808 1.00 1.53 0.13
200809 -17.27 -9.24 0.15
200810 -22.10 -17.23 0.08
200811 -6.81 -7.86 0.03
200812 -4.85 1.66 0.09
200901 -0.40 -8.12 0.00
200902 -14.67 -10.09 0.01
200903 4.85 8.95 0.02
200904 14.43 10.19 0.01
200905 18.06 5.21 0.00
200906 -10.95 0.43 0.01
200907 9.56 7.72 0.01
200908 1.52 3.32 0.01
200909 11.15 4.08 0.01
200910 -2.50 -2.59 0.00
200911 0.56 5.56 0.00
200912 8.59 2.75 0.01
201001 -3.80 -3.36 0.00
201002 3.44 3.40 0.00
201003 1.17 6.32 0.01
201004 4.38 2.00 0.00
201005 -9.44 -7.89 0.01
201006 -6.63 -5.56 0.01
201007 4.67 6.92 0.01
201008 -6.10 -4.77 0.01
201009 10.35 9.54 0.01
201010 3.17 3.88 0.01
201011 8.13 0.60 0.01
201012 10.36 6.82 0.01
201101 5.91 2.01 0.01
201102 7.03 3.49 0.01
201103 3.14 0.48 0.01
201104 0.36 2.90 0.00
201105 -4.16 -1.27 0.00
201106 -3.12 -1.75 0.00
201107 3.43 -2.34 0.00
201108 -12.06 -6.00 0.01
201109 -18.77 -7.60 0.00
201110 24.89 11.34 0.00
201111 2.58 -0.26 0.00
201112 -6.17 0.74 0.00
201201 5.08 5.06 0.00
201202 7.53 4.43 0.00
201203 -5.05 3.11 0.00
201204 -1.89 -0.84 0.00
201205 -14.14 -6.20 0.01
201206 4.81 3.88 0.00
201207 3.55 0.79 0.00
201208 2.85 2.56 0.01
201209 3.99 2.74 0.01
201210 -2.92 -1.75 0.01
201211 -0.34 0.77 0.01
201212 2.76 1.18 0.01
201301 10.39 5.58 0.00
201302 0.49 1.28 0.00
201303 4.25 4.03 0.00
201304 -3.30 1.56 0.00
201305 5.27 2.81 0.00
201306 -3.78 -1.21 0.00
201307 4.82 5.65 0.00
201308 0.82 -2.69 0.00
201309 3.15 3.76 0.00
201310 6.31 4.17 0.00
201311 -1.41 3.12 0.00
201312 1.07 2.81 0.00
201401 -4.17 -3.26 0.00
201402 4.81 4.65 0.00
201403 3.15 0.41 0.00
201404 6.29 -0.14 0.00
201405 2.94 2.06 0.00
201406 4.51 2.59 0.00
201407 -4.30 -2.05 0.00
201408 3.27 4.23 0.00

Other Funds


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