Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
0.99 -0.28% 0.991
Standard error 0.0083 0.0004
t-statistics 119.38 -0.65

Fund Profile

Symbol ITOT
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 -1.30 -1.33 0.09
200404 -1.20 -1.83 0.08
200405 0.47 1.18 0.06
200406 2.14 1.86 0.08
200407 -3.51 -4.07 0.10
200408 -0.20 0.08 0.11
200409 1.97 1.61 0.11
200410 1.57 1.43 0.11
200411 4.44 4.54 0.15
200412 3.51 3.43 0.16
200501 -2.59 -2.75 0.16
200502 2.52 1.89 0.16
200503 -2.03 -1.96 0.21
200504 -2.28 -2.61 0.21
200505 3.71 3.65 0.24
200506 0.61 0.56 0.23
200507 3.65 3.92 0.24
200508 -1.38 -1.22 0.30
200509 1.12 0.48 0.29
200510 -1.80 -2.00 0.27
200511 4.01 3.62 0.31
200512 0.00 -0.25 0.32
200601 3.07 3.04 0.35
200602 0.21 -0.30 0.34
200603 1.74 1.46 0.37
200604 1.11 0.72 0.36
200605 -3.17 -3.57 0.43
200606 0.23 -0.35 0.40
200607 0.08 -0.78 0.40
200608 2.16 2.03 0.42
200609 2.43 1.84 0.41
200610 3.28 3.23 0.41
200611 2.13 1.71 0.42
200612 1.08 0.87 0.40
200701 1.80 1.41 0.44
200702 -1.65 -1.95 0.38
200703 0.99 0.68 0.43
200704 4.21 3.49 0.44
200705 3.69 3.24 0.41
200706 -1.80 -1.96 0.40
200707 -3.38 -3.74 0.40
200708 1.56 0.92 0.42
200709 3.58 3.23 0.32
200710 1.54 1.80 0.32
200711 -4.46 -4.82 0.34
200712 -0.63 -0.86 0.27
200801 -6.01 -6.35 0.21
200802 -2.96 -3.09 0.13
200803 -0.52 -0.94 0.17
200804 4.96 4.60 0.18
200805 1.69 1.86 0.18
200806 -8.17 -8.44 0.17
200807 -0.79 -0.77 0.15
200808 1.63 1.53 0.13
200809 -9.18 -9.24 0.15
200810 -17.50 -17.23 0.08
200811 -7.19 -7.86 0.03
200812 1.88 1.66 0.09
200901 -8.88 -8.12 0.00
200902 -10.41 -10.09 0.01
200903 8.31 8.95 0.02
200904 10.54 10.19 0.01
200905 5.19 5.21 0.00
200906 0.38 0.43 0.01
200907 7.59 7.72 0.01
200908 3.72 3.32 0.01
200909 3.83 4.08 0.01
200910 -2.33 -2.59 0.00
200911 5.90 5.56 0.00
200912 2.38 2.75 0.01
201001 -3.53 -3.36 0.00
201002 3.20 3.40 0.00
201003 6.23 6.32 0.01
201004 2.00 2.00 0.00
201005 -8.05 -7.89 0.01
201006 -5.33 -5.56 0.01
201007 6.98 6.92 0.01
201008 -4.68 -4.77 0.01
201009 9.21 9.54 0.01
201010 3.85 3.88 0.01
201011 0.28 0.60 0.01
201012 6.72 6.82 0.01
201101 2.12 2.01 0.01
201102 3.63 3.49 0.01
201103 0.41 0.48 0.01
201104 2.77 2.90 0.00
201105 -1.05 -1.27 0.00
201106 -1.70 -1.75 0.00
201107 -2.35 -2.34 0.00
201108 -5.40 -6.00 0.01
201109 -7.56 -7.60 0.00
201110 11.34 11.34 0.00
201111 -0.76 -0.26 0.00
201112 1.51 0.74 0.00
201201 4.62 5.06 0.00
201202 4.03 4.43 0.00
201203 3.30 3.11 0.00
201204 -0.79 -0.84 0.00
201205 -5.89 -6.20 0.01
201206 3.86 3.88 0.00
201207 1.10 0.79 0.00
201208 0.18 2.56 0.01
201209 4.80 2.74 0.01
201210 -1.67 -1.75 0.01
201211 0.58 0.77 0.01
201212 1.21 1.18 0.01
201301 5.32 5.58 0.00
201302 1.24 1.28 0.00
201303 4.29 4.03 0.00
201304 1.79 1.56 0.00
201305 2.39 2.81 0.00
201306 -1.40 -1.21 0.00
201307 5.37 5.65 0.00
201308 -3.00 -2.69 0.00
201309 3.51 3.76 0.00
201310 4.36 4.17 0.00
201311 3.05 3.12 0.00
201312 2.54 2.81 0.00
201401 -3.40 -3.26 0.00
201402 4.53 4.65 0.00
201403 0.80 0.41 0.00
201404 0.37 -0.14 0.00
201405 2.23 2.06 0.00
201406 2.28 2.59 0.00
201407 -1.67 -2.05 0.00
201408 4.07 4.23 0.00

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