Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.01 6.06% 0.833
Standard error 0.0353 0.0016
t-statistics 28.74 3.12

Fund Profile

Symbol IJJ
Issuer iShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 1.34 -5.44 0.51
200010 -1.29 -2.77 0.56
200011 0.10 -10.73 0.51
200012 10.15 1.19 0.50
200101 3.93 3.12 0.54
200102 -3.21 -10.08 0.39
200103 -4.29 -7.27 0.44
200104 9.23 7.95 0.39
200105 1.49 0.73 0.32
200106 0.80 -1.93 0.28
200107 -0.25 -2.13 0.30
200108 -1.90 -6.46 0.31
200109 -11.13 -9.26 0.28
200110 1.51 2.47 0.22
200111 5.69 7.54 0.17
200112 6.74 1.60 0.15
200201 -0.28 -1.44 0.14
200202 2.32 -2.29 0.13
200203 7.13 4.24 0.13
200204 1.76 -5.20 0.15
200205 -1.66 -1.38 0.14
200206 -5.89 -7.21 0.13
200207 -10.12 -8.18 0.15
200208 0.92 0.50 0.14
200209 -9.71 -10.35 0.14
200210 3.33 7.83 0.14
200211 6.61 5.96 0.12
200212 -3.89 -5.76 0.11
200301 -3.61 -2.57 0.10
200302 -2.31 -1.89 0.09
200303 0.39 1.09 0.10
200304 7.35 8.22 0.10
200305 10.13 6.05 0.09
200306 0.08 1.42 0.10
200307 3.12 2.34 0.07
200308 4.92 2.34 0.07
200309 -0.87 -1.23 0.08
200310 8.26 6.08 0.07
200311 4.13 1.35 0.07
200312 3.83 4.30 0.08
200401 2.18 2.15 0.07
200402 2.54 1.40 0.06
200403 0.23 -1.33 0.09
200404 -3.93 -1.83 0.08
200405 2.31 1.18 0.06
200406 3.05 1.86 0.08
200407 -4.38 -4.07 0.10
200408 0.73 0.08 0.11
200409 2.90 1.61 0.11
200410 0.77 1.43 0.11
200411 6.99 4.54 0.15
200412 3.77 3.43 0.16
200501 -2.50 -2.75 0.16
200502 3.25 1.89 0.16
200503 -1.24 -1.96 0.21
200504 -3.52 -2.61 0.21
200505 5.54 3.65 0.24
200506 3.48 0.56 0.23
200507 5.30 3.92 0.24
200508 -0.81 -1.22 0.30
200509 0.75 0.48 0.29
200510 -3.70 -2.00 0.27
200511 4.95 3.62 0.31
200512 0.18 -0.25 0.32
200601 5.99 3.04 0.35
200602 0.22 -0.30 0.34
200603 2.80 1.46 0.37
200604 2.23 0.72 0.36
200605 -3.87 -3.57 0.43
200606 -0.64 -0.35 0.40
200607 -2.21 -0.78 0.40
200608 1.73 2.03 0.42
200609 0.25 1.84 0.41
200610 4.36 3.23 0.41
200611 3.17 1.71 0.42
200612 0.01 0.87 0.40
200701 3.15 1.41 0.44
200702 1.43 -1.95 0.38
200703 1.18 0.68 0.43
200704 2.41 3.49 0.44
200705 4.52 3.24 0.41
200706 -2.77 -1.96 0.40
200707 -5.20 -3.74 0.40
200708 1.01 0.92 0.42
200709 1.76 3.23 0.32
200710 1.71 1.80 0.32
200711 -5.43 -4.82 0.34
200712 -1.13 -0.86 0.27
200801 -4.84 -6.35 0.21
200802 -3.27 -3.09 0.13
200803 -0.02 -0.94 0.17
200804 6.67 4.60 0.18
200805 4.50 1.86 0.18
200806 -8.59 -8.44 0.17
200807 -0.58 -0.77 0.15
200808 2.07 1.53 0.13
200809 -8.01 -9.24 0.15
200810 -22.21 -17.23 0.08
200811 -8.98 -7.86 0.03
200812 4.61 1.66 0.09
200901 -7.84 -8.12 0.00
200902 -11.04 -10.09 0.01
200903 7.66 8.95 0.02
200904 15.72 10.19 0.01
200905 1.96 5.21 0.00
200906 0.82 0.43 0.01
200907 9.29 7.72 0.01
200908 5.51 3.32 0.01
200909 5.29 4.08 0.01
200910 -5.70 -2.59 0.00
200911 4.67 5.56 0.00
200912 6.77 2.75 0.01
201001 -2.57 -3.36 0.00
201002 4.90 3.40 0.00
201003 6.22 6.32 0.01
201004 4.88 2.00 0.00
201005 -7.54 -7.89 0.01
201006 -6.95 -5.56 0.01
201007 6.86 6.92 0.01
201008 -5.34 -4.77 0.01
201009 10.18 9.54 0.01
201010 2.90 3.88 0.01
201011 1.42 0.60 0.01
201012 7.60 6.82 0.01
201101 2.59 2.01 0.01
201102 4.17 3.49 0.01
201103 1.84 0.48 0.01
201104 1.93 2.90 0.00
201105 -1.63 -1.27 0.00
201106 -2.45 -1.75 0.00
201107 -3.99 -2.34 0.00
201108 -7.47 -6.00 0.01
201109 -11.07 -7.60 0.00
201110 14.17 11.34 0.00
201111 0.50 -0.26 0.00
201112 0.87 0.74 0.00
201201 6.33 5.06 0.00
201202 3.95 4.43 0.00
201203 2.08 3.11 0.00
201204 -0.43 -0.84 0.00
201205 -6.62 -6.20 0.01
201206 3.21 3.88 0.00
201207 -0.25 0.79 0.00
201208 2.82 2.56 0.01
201209 2.00 2.74 0.01
201210 -0.49 -1.75 0.01
201211 1.83 0.77 0.01
201212 3.05 1.18 0.01
201301 7.44 5.58 0.00
201302 1.58 1.28 0.00
201303 5.26 4.03 0.00
201304 -0.02 1.56 0.00
201305 2.20 2.81 0.00
201306 -1.37 -1.21 0.00
201307 6.46 5.65 0.00
201308 -3.96 -2.69 0.00
201309 4.74 3.76 0.00
201310 4.22 4.17 0.00
201311 0.96 3.12 0.00
201312 2.73 2.81 0.00
201401 -1.67 -3.26 0.00
201402 4.42 4.65 0.00
201403 1.27 0.41 0.00
201404 -0.23 -0.14 0.00
201405 1.62 2.06 0.00
201406 4.32 2.59 0.00
201407 -4.44 -2.05 0.00
201408 5.31 4.23 0.00

Other Funds


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