Regression from Sep 2001 - Aug 2014

Rm-Rf Alpha R2
1.35 -1.21% 0.692
Standard error 0.0725 0.0032
t-statistics 18.58 -0.31

Fund Profile

Symbol IGV
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Sep 2001 - Aug 2014

Month RaR Rm-Rf Rf
200109 -23.66 -9.26 0.28
200110 23.47 2.47 0.22
200111 16.26 7.54 0.17
200112 5.69 1.60 0.15
200201 0.96 -1.44 0.14
200202 -15.74 -2.29 0.13
200203 6.52 4.24 0.13
200204 -20.15 -5.20 0.15
200205 -8.43 -1.38 0.14
200206 -8.97 -7.21 0.13
200207 -14.38 -8.18 0.15
200208 -1.21 0.50 0.14
200209 -11.04 -10.35 0.14
200210 19.80 7.83 0.14
200211 17.60 5.96 0.12
200212 -13.50 -5.76 0.11
200301 3.31 -2.57 0.10
200302 -2.15 -1.89 0.09
200303 -3.48 1.09 0.10
200304 12.18 8.22 0.10
200305 12.44 6.05 0.09
200306 0.39 1.42 0.10
200307 1.47 2.34 0.07
200308 8.87 2.34 0.07
200309 -2.01 -1.23 0.08
200310 8.40 6.08 0.07
200311 -0.50 1.35 0.07
200312 4.01 4.30 0.08
200401 2.64 2.15 0.07
200402 -1.81 1.40 0.06
200403 -0.51 -1.33 0.09
200404 -4.00 -1.83 0.08
200405 1.93 1.18 0.06
200406 2.77 1.86 0.08
200407 -11.09 -4.07 0.10
200408 -3.70 0.08 0.11
200409 6.30 1.61 0.11
200410 9.77 1.43 0.11
200411 6.44 4.54 0.15
200412 6.10 3.43 0.16
200501 -6.94 -2.75 0.16
200502 -1.14 1.89 0.16
200503 -2.62 -1.96 0.21
200504 -5.15 -2.61 0.21
200505 9.53 3.65 0.24
200506 -3.03 0.56 0.23
200507 4.85 3.92 0.24
200508 -0.78 -1.22 0.30
200509 2.75 0.48 0.29
200510 0.49 -2.00 0.27
200511 -2.47 3.62 0.31
200512 -0.08 -0.25 0.32
200601 3.73 3.04 0.35
200602 -2.63 -0.30 0.34
200603 2.13 1.46 0.37
200604 1.24 0.72 0.36
200605 -10.22 -3.57 0.43
200606 -0.11 -0.35 0.40
200607 -0.13 -0.78 0.40
200608 6.70 2.03 0.42
200609 7.78 1.84 0.41
200610 2.10 3.23 0.41
200611 2.81 1.71 0.42
200612 -1.91 0.87 0.40
200701 0.79 1.41 0.44
200702 -1.59 -1.95 0.38
200703 1.94 0.68 0.43
200704 3.18 3.49 0.44
200705 4.62 3.24 0.41
200706 -2.22 -1.96 0.40
200707 -3.50 -3.74 0.40
200708 3.03 0.92 0.42
200709 5.71 3.23 0.32
200710 7.75 1.80 0.32
200711 -7.41 -4.82 0.34
200712 3.44 -0.86 0.27
200801 -9.89 -6.35 0.21
200802 -4.12 -3.09 0.13
200803 0.54 -0.94 0.17
200804 5.20 4.60 0.18
200805 9.71 1.86 0.18
200806 -8.73 -8.44 0.17
200807 0.66 -0.77 0.15
200808 3.65 1.53 0.13
200809 -10.67 -9.24 0.15
200810 -22.97 -17.23 0.08
200811 -8.69 -7.86 0.03
200812 2.64 1.66 0.09
200901 -5.52 -8.12 0.00
200902 -3.86 -10.09 0.01
200903 14.61 8.95 0.02
200904 10.22 10.19 0.01
200905 2.77 5.21 0.00
200906 2.80 0.43 0.01
200907 5.79 7.72 0.01
200908 0.72 3.32 0.01
200909 6.15 4.08 0.01
200910 -1.32 -2.59 0.00
200911 2.84 5.56 0.00
200912 6.05 2.75 0.01
201001 -6.50 -3.36 0.00
201002 4.23 3.40 0.00
201003 6.31 6.32 0.01
201004 1.43 2.00 0.00
201005 -6.76 -7.89 0.01
201006 -6.30 -5.56 0.01
201007 9.80 6.92 0.01
201008 -0.04 -4.77 0.01
201009 9.80 9.54 0.01
201010 5.85 3.88 0.01
201011 0.35 0.60 0.01
201012 6.04 6.82 0.01
201101 0.73 2.01 0.01
201102 3.89 3.49 0.01
201103 1.42 0.48 0.01
201104 3.97 2.90 0.00
201105 0.70 -1.27 0.00
201106 -2.41 -1.75 0.00
201107 -6.72 -2.34 0.00
201108 -7.13 -6.00 0.01
201109 -4.93 -7.60 0.00
201110 15.04 11.34 0.00
201111 -3.68 -0.26 0.00
201112 -6.35 0.74 0.00
201201 9.35 5.06 0.00
201202 6.49 4.43 0.00
201203 4.61 3.11 0.00
201204 -1.53 -0.84 0.00
201205 -8.31 -6.20 0.01
201206 4.49 3.88 0.00
201207 -4.33 0.79 0.00
201208 5.98 2.56 0.01
201209 1.18 2.74 0.01
201210 -5.14 -1.75 0.01
201211 1.97 0.77 0.01
201212 2.40 1.18 0.01
201301 5.87 5.58 0.00
201302 0.48 1.28 0.00
201303 3.58 4.03 0.00
201304 -1.77 1.56 0.00
201305 1.93 2.81 0.00
201306 -2.13 -1.21 0.00
201307 7.86 5.65 0.00
201308 0.11 -2.69 0.00
201309 4.09 3.76 0.00
201310 0.01 4.17 0.00
201311 3.11 3.12 0.00
201312 4.40 2.81 0.00
201401 0.01 -3.26 0.00
201402 5.61 4.65 0.00
201403 -3.86 0.41 0.00
201404 -4.72 -0.14 0.00
201405 2.95 2.06 0.00
201406 5.39 2.59 0.00
201407 -1.35 -2.05 0.00
201408 4.11 4.23 0.00

Other Funds


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