Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
1.42 -2.05% 0.548
Standard error 0.1322 0.0063
t-statistics 10.78 -0.27

Fund Profile

Symbol IEZ
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 -1.83 -0.78 0.40
200608 -6.63 2.03 0.42
200609 -4.01 1.84 0.41
200610 3.76 3.23 0.41
200611 8.96 1.71 0.42
200612 -5.18 0.87 0.40
200701 -1.57 1.41 0.44
200702 0.12 -1.95 0.38
200703 7.96 0.68 0.43
200704 7.41 3.49 0.44
200705 7.49 3.24 0.41
200706 3.62 -1.96 0.40
200707 2.88 -3.74 0.40
200708 0.39 0.92 0.42
200709 7.61 3.23 0.32
200710 -1.14 1.80 0.32
200711 -3.84 -4.82 0.34
200712 6.05 -0.86 0.27
200801 -14.97 -6.35 0.21
200802 12.23 -3.09 0.13
200803 0.12 -0.94 0.17
200804 12.22 4.60 0.18
200805 8.24 1.86 0.18
200806 6.38 -8.44 0.17
200807 -13.54 -0.77 0.15
200808 -3.61 1.53 0.13
200809 -21.80 -9.24 0.15
200810 -33.81 -17.23 0.08
200811 -13.48 -7.86 0.03
200812 -10.35 1.66 0.09
200901 0.08 -8.12 0.00
200902 -8.02 -10.09 0.01
200903 3.40 8.95 0.02
200904 23.57 10.19 0.01
200905 17.58 5.21 0.00
200906 -8.81 0.43 0.01
200907 6.52 7.72 0.01
200908 3.53 3.32 0.01
200909 12.42 4.08 0.01
200910 -0.30 -2.59 0.00
200911 1.43 5.56 0.00
200912 3.49 2.75 0.01
201001 -2.35 -3.36 0.00
201002 3.19 3.40 0.00
201003 1.57 6.32 0.01
201004 7.34 2.00 0.00
201005 -17.82 -7.89 0.01
201006 -3.79 -5.56 0.01
201007 13.00 6.92 0.01
201008 -8.46 -4.77 0.01
201009 14.62 9.54 0.01
201010 6.64 3.88 0.01
201011 10.98 0.60 0.01
201012 8.09 6.82 0.01
201101 7.19 2.01 0.01
201102 8.71 3.49 0.01
201103 3.34 0.48 0.01
201104 -1.13 2.90 0.00
201105 -4.71 -1.27 0.00
201106 0.14 -1.75 0.00
201107 4.35 -2.34 0.00
201108 -15.81 -6.00 0.01
201109 -22.73 -7.60 0.00
201110 24.54 11.34 0.00
201111 2.27 -0.26 0.00
201112 -5.90 0.74 0.00
201201 5.99 5.06 0.00
201202 5.02 4.43 0.00
201203 -7.34 3.11 0.00
201204 0.08 -0.84 0.00
201205 -13.40 -6.20 0.01
201206 -0.09 3.88 0.00
201207 9.00 0.79 0.00
201208 2.44 2.56 0.01
201209 0.87 2.74 0.01
201210 -3.91 -1.75 0.01
201211 1.08 0.77 0.01
201212 1.19 1.18 0.01
201301 12.52 5.58 0.00
201302 -0.46 1.28 0.00
201303 0.59 4.03 0.00
201304 -1.64 1.56 0.00
201305 2.08 2.81 0.00
201306 -1.37 -1.21 0.00
201307 5.11 5.65 0.00
201308 0.15 -2.69 0.00
201309 5.18 3.76 0.00
201310 5.63 4.17 0.00
201311 -2.53 3.12 0.00
201312 0.72 2.81 0.00
201401 -5.46 -3.26 0.00
201402 8.34 4.65 0.00
201403 3.26 0.41 0.00
201404 3.35 -0.14 0.00
201405 1.22 2.06 0.00
201406 8.72 2.59 0.00
201407 -6.66 -2.05 0.00
201408 1.87 4.23 0.00

Other Funds


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