Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.09 4.60% 0.822
Standard error 0.0391 0.0018
t-statistics 27.81 2.13

Fund Profile

Symbol IJR
Issuer iShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -2.80 -2.45 0.48
200008 9.30 7.14 0.50
200009 -2.79 -5.44 0.51
200010 0.51 -2.77 0.56
200011 -10.04 -10.73 0.51
200012 11.30 1.19 0.50
200101 4.73 3.12 0.54
200102 -5.94 -10.08 0.39
200103 -4.57 -7.27 0.44
200104 7.83 7.95 0.39
200105 2.04 0.73 0.32
200106 2.18 -1.93 0.28
200107 -0.66 -2.13 0.30
200108 -1.81 -6.46 0.31
200109 -14.13 -9.26 0.28
200110 5.74 2.47 0.22
200111 6.61 7.54 0.17
200112 6.65 1.60 0.15
200201 1.55 -1.44 0.14
200202 -2.09 -2.29 0.13
200203 7.80 4.24 0.13
200204 3.17 -5.20 0.15
200205 -4.26 -1.38 0.14
200206 -5.24 -7.21 0.13
200207 -13.97 -8.18 0.15
200208 0.59 0.50 0.14
200209 -5.84 -10.35 0.14
200210 2.92 7.83 0.14
200211 5.39 5.96 0.12
200212 -3.33 -5.76 0.11
200301 -3.06 -2.57 0.10
200302 -3.52 -1.89 0.09
200303 0.52 1.09 0.10
200304 8.55 8.22 0.10
200305 7.67 6.05 0.09
200306 2.75 1.42 0.10
200307 4.96 2.34 0.07
200308 4.99 2.34 0.07
200309 -2.68 -1.23 0.08
200310 8.62 6.08 0.07
200311 3.86 1.35 0.07
200312 1.38 4.30 0.08
200401 2.96 2.15 0.07
200402 1.81 1.40 0.06
200403 1.53 -1.33 0.09
200404 -3.90 -1.83 0.08
200405 2.16 1.18 0.06
200406 5.51 1.86 0.08
200407 -5.52 -4.07 0.10
200408 -1.01 0.08 0.11
200409 4.97 1.61 0.11
200410 2.07 1.43 0.11
200411 8.78 4.54 0.15
200412 1.84 3.43 0.16
200501 -2.24 -2.75 0.16
200502 2.79 1.89 0.16
200503 -2.53 -1.96 0.21
200504 -5.58 -2.61 0.21
200505 6.46 3.65 0.24
200506 3.54 0.56 0.23
200507 6.16 3.92 0.24
200508 -1.63 -1.22 0.30
200509 0.71 0.48 0.29
200510 -3.56 -2.00 0.27
200511 5.14 3.62 0.31
200512 -1.10 -0.25 0.32
200601 8.21 3.04 0.35
200602 -0.48 -0.30 0.34
200603 4.98 1.46 0.37
200604 0.12 0.72 0.36
200605 -4.55 -3.57 0.43
200606 -0.19 -0.35 0.40
200607 -3.70 -0.78 0.40
200608 1.80 2.03 0.42
200609 0.88 1.84 0.41
200610 5.14 3.23 0.41
200611 2.62 1.71 0.42
200612 0.03 0.87 0.40
200701 1.99 1.41 0.44
200702 -0.63 -1.95 0.38
200703 1.70 0.68 0.43
200704 2.33 3.49 0.44
200705 4.37 3.24 0.41
200706 -1.61 -1.96 0.40
200707 -5.05 -3.74 0.40
200708 1.85 0.92 0.42
200709 1.63 3.23 0.32
200710 1.71 1.80 0.32
200711 -7.12 -4.82 0.34
200712 -1.06 -0.86 0.27
200801 -5.38 -6.35 0.21
200802 -2.38 -3.09 0.13
200803 -0.09 -0.94 0.17
200804 4.43 4.60 0.18
200805 4.15 1.86 0.18
200806 -7.46 -8.44 0.17
200807 1.90 -0.77 0.15
200808 4.30 1.53 0.13
200809 -6.67 -9.24 0.15
200810 -19.76 -17.23 0.08
200811 -11.86 -7.86 0.03
200812 5.12 1.66 0.09
200901 -11.71 -8.12 0.00
200902 -11.80 -10.09 0.01
200903 6.62 8.95 0.02
200904 18.08 10.19 0.01
200905 1.86 5.21 0.00
200906 1.78 0.43 0.01
200907 9.74 7.72 0.01
200908 2.38 3.32 0.01
200909 5.09 4.08 0.01
200910 -5.58 -2.59 0.00
200911 2.62 5.56 0.00
200912 8.22 2.75 0.01
201001 -3.13 -3.36 0.00
201002 4.11 3.40 0.00
201003 7.96 6.32 0.01
201004 5.82 2.00 0.00
201005 -7.15 -7.89 0.01
201006 -7.10 -5.56 0.01
201007 6.44 6.92 0.01
201008 -7.59 -4.77 0.01
201009 11.25 9.54 0.01
201010 4.25 3.88 0.01
201011 3.80 0.60 0.01
201012 7.59 6.82 0.01
201101 0.11 2.01 0.01
201102 4.44 3.49 0.01
201103 2.94 0.48 0.01
201104 2.62 2.90 0.00
201105 -0.86 -1.27 0.00
201106 -1.84 -1.75 0.00
201107 -3.15 -2.34 0.00
201108 -7.79 -6.00 0.01
201109 -10.31 -7.60 0.00
201110 14.92 11.34 0.00
201111 0.62 -0.26 0.00
201112 1.27 0.74 0.00
201201 6.59 5.06 0.00
201202 2.16 4.43 0.00
201203 2.91 3.11 0.00
201204 -1.37 -0.84 0.00
201205 -6.26 -6.20 0.01
201206 4.24 3.88 0.00
201207 -0.77 0.79 0.00
201208 3.89 2.56 0.01
201209 2.30 2.74 0.01
201210 -2.27 -1.75 0.01
201211 1.31 0.77 0.01
201212 3.14 1.18 0.01
201301 5.81 5.58 0.00
201302 1.42 1.28 0.00
201303 4.15 4.03 0.00
201304 -0.16 1.56 0.00
201305 4.33 2.81 0.00
201306 -0.11 -1.21 0.00
201307 6.85 5.65 0.00
201308 -2.33 -2.69 0.00
201309 6.15 3.76 0.00
201310 3.58 4.17 0.00
201311 4.48 3.12 0.00
201312 1.37 2.81 0.00
201401 -3.70 -3.26 0.00
201402 4.41 4.65 0.00
201403 0.67 0.41 0.00
201404 -2.74 -0.14 0.00
201405 0.16 2.06 0.00
201406 4.77 2.59 0.00
201407 -5.56 -2.05 0.00
201408 4.25 4.23 0.00

Other Funds


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