Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.06 4.21% 0.899
Standard error 0.0274 0.0013
t-statistics 38.71 2.79

Fund Profile

Symbol IJH
Issuer iShares
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 0.88 -2.45 0.48
200008 11.25 7.14 0.50
200009 -1.11 -5.44 0.51
200010 -3.23 -2.77 0.56
200011 -6.97 -10.73 0.51
200012 7.28 1.19 0.50
200101 1.66 3.12 0.54
200102 -5.67 -10.08 0.39
200103 -7.24 -7.27 0.44
200104 11.31 7.95 0.39
200105 2.21 0.73 0.32
200106 -0.40 -1.93 0.28
200107 -1.94 -2.13 0.30
200108 -2.74 -6.46 0.31
200109 -12.41 -9.26 0.28
200110 4.33 2.47 0.22
200111 7.28 7.54 0.17
200112 4.78 1.60 0.15
200201 0.05 -1.44 0.14
200202 -0.39 -2.29 0.13
200203 7.26 4.24 0.13
200204 -0.26 -5.20 0.15
200205 -1.82 -1.38 0.14
200206 -7.33 -7.21 0.13
200207 -9.58 -8.18 0.15
200208 0.66 0.50 0.14
200209 -8.25 -10.35 0.14
200210 4.33 7.83 0.14
200211 5.89 5.96 0.12
200212 -4.12 -5.76 0.11
200301 -3.25 -2.57 0.10
200302 -2.28 -1.89 0.09
200303 1.02 1.09 0.10
200304 6.89 8.22 0.10
200305 8.29 6.05 0.09
200306 1.29 1.42 0.10
200307 3.65 2.34 0.07
200308 4.54 2.34 0.07
200309 -1.64 -1.23 0.08
200310 7.88 6.08 0.07
200311 3.28 1.35 0.07
200312 1.68 4.30 0.08
200401 2.07 2.15 0.07
200402 2.57 1.40 0.06
200403 0.61 -1.33 0.09
200404 -3.58 -1.83 0.08
200405 2.25 1.18 0.06
200406 2.22 1.86 0.08
200407 -4.74 -4.07 0.10
200408 0.06 0.08 0.11
200409 2.77 1.61 0.11
200410 1.36 1.43 0.11
200411 6.02 4.54 0.15
200412 3.90 3.43 0.16
200501 -2.33 -2.75 0.16
200502 3.30 1.89 0.16
200503 -1.17 -1.96 0.21
200504 -3.59 -2.61 0.21
200505 5.72 3.65 0.24
200506 2.46 0.56 0.23
200507 5.49 3.92 0.24
200508 -0.97 -1.22 0.30
200509 0.63 0.48 0.29
200510 -3.07 -2.00 0.27
200511 5.70 3.62 0.31
200512 0.66 -0.25 0.32
200601 5.44 3.04 0.35
200602 -0.40 -0.30 0.34
200603 2.54 1.46 0.37
200604 1.46 0.72 0.36
200605 -4.52 -3.57 0.43
200606 -0.49 -0.35 0.40
200607 -3.04 -0.78 0.40
200608 1.22 2.03 0.42
200609 0.92 1.84 0.41
200610 4.25 3.23 0.41
200611 3.06 1.71 0.42
200612 -0.73 0.87 0.40
200701 3.73 1.41 0.44
200702 0.88 -1.95 0.38
200703 1.32 0.68 0.43
200704 2.82 3.49 0.44
200705 5.00 3.24 0.41
200706 -2.02 -1.96 0.40
200707 -4.92 -3.74 0.40
200708 1.44 0.92 0.42
200709 2.66 3.23 0.32
200710 2.48 1.80 0.32
200711 -4.82 -4.82 0.34
200712 -0.93 -0.86 0.27
200801 -5.71 -6.35 0.21
200802 -1.82 -3.09 0.13
200803 -0.92 -0.94 0.17
200804 7.49 4.60 0.18
200805 5.36 1.86 0.18
200806 -7.06 -8.44 0.17
200807 -1.64 -0.77 0.15
200808 1.44 1.53 0.13
200809 -10.78 -9.24 0.15
200810 -21.30 -17.23 0.08
200811 -9.62 -7.86 0.03
200812 4.41 1.66 0.09
200901 -6.74 -8.12 0.00
200902 -9.40 -10.09 0.01
200903 8.46 8.95 0.02
200904 14.74 10.19 0.01
200905 3.26 5.21 0.00
200906 0.54 0.43 0.01
200907 8.38 7.72 0.01
200908 4.37 3.32 0.01
200909 5.79 4.08 0.01
200910 -4.54 -2.59 0.00
200911 4.18 5.56 0.00
200912 6.09 2.75 0.01
201001 -3.24 -3.36 0.00
201002 5.21 3.40 0.00
201003 7.02 6.32 0.01
201004 4.38 2.00 0.00
201005 -7.09 -7.89 0.01
201006 -6.59 -5.56 0.01
201007 6.74 6.92 0.01
201008 -4.88 -4.77 0.01
201009 11.26 9.54 0.01
201010 3.42 3.88 0.01
201011 3.02 0.60 0.01
201012 6.66 6.82 0.01
201101 1.82 2.01 0.01
201102 4.55 3.49 0.01
201103 2.49 0.48 0.01
201104 2.71 2.90 0.00
201105 -1.30 -1.27 0.00
201106 -2.12 -1.75 0.00
201107 -3.63 -2.34 0.00
201108 -7.01 -6.00 0.01
201109 -10.60 -7.60 0.00
201110 13.66 11.34 0.00
201111 -0.23 -0.26 0.00
201112 -0.53 0.74 0.00
201201 6.61 5.06 0.00
201202 4.53 4.43 0.00
201203 1.89 3.11 0.00
201204 -0.35 -0.84 0.00
201205 -6.40 -6.20 0.01
201206 2.09 3.88 0.00
201207 -0.22 0.79 0.00
201208 3.48 2.56 0.01
201209 1.80 2.74 0.01
201210 -0.75 -1.75 0.01
201211 2.23 0.77 0.01
201212 2.15 1.18 0.01
201301 7.28 5.58 0.00
201302 0.85 1.28 0.00
201303 4.90 4.03 0.00
201304 0.60 1.56 0.00
201305 2.22 2.81 0.00
201306 -2.01 -1.21 0.00
201307 6.51 5.65 0.00
201308 -3.96 -2.69 0.00
201309 5.46 3.76 0.00
201310 3.55 4.17 0.00
201311 1.47 3.12 0.00
201312 2.97 2.81 0.00
201401 -2.20 -3.26 0.00
201402 4.99 4.65 0.00
201403 0.37 0.41 0.00
201404 -1.58 -0.14 0.00
201405 1.73 2.06 0.00
201406 4.24 2.59 0.00
201407 -4.42 -2.05 0.00
201408 5.05 4.23 0.00

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