Regression from Jul 2006 - Aug 2014

Rm-Rf Alpha R2
1.09 3.27% 0.786
Standard error 0.0582 0.0028
t-statistics 18.78 0.99

Fund Profile

Symbol ITA
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2006 - Aug 2014

Month RaR Rm-Rf Rf
200607 0.70 -0.78 0.40
200608 0.32 2.03 0.42
200609 2.58 1.84 0.41
200610 3.84 3.23 0.41
200611 4.14 1.71 0.42
200612 1.35 0.87 0.40
200701 3.73 1.41 0.44
200702 0.02 -1.95 0.38
200703 2.02 0.68 0.43
200704 3.64 3.49 0.44
200705 6.64 3.24 0.41
200706 0.67 -1.96 0.40
200707 1.43 -3.74 0.40
200708 2.15 0.92 0.42
200709 7.06 3.23 0.32
200710 1.92 1.80 0.32
200711 -3.05 -4.82 0.34
200712 -1.13 -0.86 0.27
200801 -8.42 -6.35 0.21
200802 -3.05 -3.09 0.13
200803 -1.92 -0.94 0.17
200804 7.92 4.60 0.18
200805 1.61 1.86 0.18
200806 -16.14 -8.44 0.17
200807 3.81 -0.77 0.15
200808 4.62 1.53 0.13
200809 -13.35 -9.24 0.15
200810 -14.42 -17.23 0.08
200811 -9.92 -7.86 0.03
200812 5.62 1.66 0.09
200901 -2.75 -8.12 0.00
200902 -19.21 -10.09 0.01
200903 3.73 8.95 0.02
200904 17.58 10.19 0.01
200905 6.48 5.21 0.00
200906 -2.49 0.43 0.01
200907 3.19 7.72 0.01
200908 6.28 3.32 0.01
200909 7.68 4.08 0.01
200910 -6.22 -2.59 0.00
200911 7.44 5.56 0.00
200912 5.86 2.75 0.01
201001 -0.46 -3.36 0.00
201002 5.33 3.40 0.00
201003 8.39 6.32 0.01
201004 1.86 2.00 0.00
201005 -9.08 -7.89 0.01
201006 -6.99 -5.56 0.01
201007 7.43 6.92 0.01
201008 -8.11 -4.77 0.01
201009 10.17 9.54 0.01
201010 5.52 3.88 0.01
201011 -0.97 0.60 0.01
201012 4.81 6.82 0.01
201101 5.88 2.01 0.01
201102 1.00 3.49 0.01
201103 2.26 0.48 0.01
201104 0.84 2.90 0.00
201105 -0.37 -1.27 0.00
201106 2.01 -1.75 0.00
201107 -5.60 -2.34 0.00
201108 -6.17 -6.00 0.01
201109 -5.98 -7.60 0.00
201110 9.91 11.34 0.00
201111 1.73 -0.26 0.00
201112 0.76 0.74 0.00
201201 5.15 5.06 0.00
201202 3.81 4.43 0.00
201203 0.77 3.11 0.00
201204 -0.45 -0.84 0.00
201205 -7.55 -6.20 0.01
201206 3.98 3.88 0.00
201207 -1.38 0.79 0.00
201208 2.22 2.56 0.01
201209 1.49 2.74 0.01
201210 0.76 -1.75 0.01
201211 2.40 0.77 0.01
201212 2.49 1.18 0.01
201301 1.24 5.58 0.00
201302 3.03 1.28 0.00
201303 5.33 4.03 0.00
201304 1.25 1.56 0.00
201305 6.65 2.81 0.00
201306 1.31 -1.21 0.00
201307 8.53 5.65 0.00
201308 -1.78 -2.69 0.00
201309 6.22 3.76 0.00
201310 5.42 4.17 0.00
201311 6.40 3.12 0.00
201312 2.82 2.81 0.00
201401 -0.42 -3.26 0.00
201402 4.19 4.65 0.00
201403 -0.25 0.41 0.00
201404 -0.44 -0.14 0.00
201405 1.15 2.06 0.00
201406 -1.30 2.59 0.00
201407 -4.80 -2.05 0.00
201408 5.85 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.