Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
0.98 0.79% 0.924
Standard error 0.0217 0.0010
t-statistics 45.20 0.66

Fund Profile

Symbol IVE
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 1.33 -2.45 0.48
200008 6.43 7.14 0.50
200009 0.30 -5.44 0.51
200010 1.76 -2.77 0.56
200011 -5.69 -10.73 0.51
200012 5.20 1.19 0.50
200101 4.56 3.12 0.54
200102 -6.62 -10.08 0.39
200103 -3.82 -7.27 0.44
200104 6.83 7.95 0.39
200105 0.51 0.73 0.32
200106 -2.66 -1.93 0.28
200107 -1.91 -2.13 0.30
200108 -5.95 -6.46 0.31
200109 -9.44 -9.26 0.28
200110 0.10 2.47 0.22
200111 5.94 7.54 0.17
200112 1.76 1.60 0.15
200201 -2.82 -1.44 0.14
200202 -0.69 -2.29 0.13
200203 5.16 4.24 0.13
200204 -5.15 -5.20 0.15
200205 0.20 -1.38 0.14
200206 -6.31 -7.21 0.13
200207 -10.90 -8.18 0.15
200208 0.99 0.50 0.14
200209 -11.25 -10.35 0.14
200210 8.04 7.83 0.14
200211 6.39 5.96 0.12
200212 -4.50 -5.76 0.11
200301 -2.98 -2.57 0.10
200302 -2.38 -1.89 0.09
200303 -0.77 1.09 0.10
200304 10.25 8.22 0.10
200305 7.57 6.05 0.09
200306 0.33 1.42 0.10
200307 2.39 2.34 0.07
200308 1.88 2.34 0.07
200309 -1.75 -1.23 0.08
200310 7.00 6.08 0.07
200311 0.99 1.35 0.07
200312 6.18 4.30 0.08
200401 2.17 2.15 0.07
200402 1.90 1.40 0.06
200403 -0.51 -1.33 0.09
200404 -2.61 -1.83 0.08
200405 1.37 1.18 0.06
200406 2.06 1.86 0.08
200407 -1.97 -4.07 0.10
200408 1.13 0.08 0.11
200409 1.81 1.61 0.11
200410 1.51 1.43 0.11
200411 4.95 4.54 0.15
200412 3.05 3.43 0.16
200501 -2.40 -2.75 0.16
200502 1.88 1.89 0.16
200503 -1.79 -1.96 0.21
200504 -2.17 -2.61 0.21
200505 3.37 3.65 0.24
200506 1.52 0.56 0.23
200507 3.11 3.92 0.24
200508 -0.99 -1.22 0.30
200509 1.21 0.48 0.29
200510 -2.10 -2.00 0.27
200511 3.92 3.62 0.31
200512 0.21 -0.25 0.32
200601 2.86 3.04 0.35
200602 1.12 -0.30 0.34
200603 2.15 1.46 0.37
200604 2.71 0.72 0.36
200605 -2.65 -3.57 0.43
200606 0.43 -0.35 0.40
200607 0.90 -0.78 0.40
200608 1.41 2.03 0.42
200609 2.65 1.84 0.41
200610 3.33 3.23 0.41
200611 1.96 1.71 0.42
200612 2.21 0.87 0.40
200701 1.88 1.41 0.44
200702 -1.88 -1.95 0.38
200703 1.49 0.68 0.43
200704 4.20 3.49 0.44
200705 3.62 3.24 0.41
200706 -1.98 -1.96 0.40
200707 -3.85 -3.74 0.40
200708 1.15 0.92 0.42
200709 3.09 3.23 0.32
200710 1.06 1.80 0.32
200711 -4.58 -4.82 0.34
200712 -2.22 -0.86 0.27
200801 -3.44 -6.35 0.21
200802 -4.75 -3.09 0.13
200803 -0.69 -0.94 0.17
200804 3.69 4.60 0.18
200805 0.03 1.86 0.18
200806 -11.10 -8.44 0.17
200807 1.36 -0.77 0.15
200808 1.41 1.53 0.13
200809 -7.42 -9.24 0.15
200810 -17.02 -17.23 0.08
200811 -9.24 -7.86 0.03
200812 1.33 1.66 0.09
200901 -12.15 -8.12 0.00
200902 -13.14 -10.09 0.01
200903 9.03 8.95 0.02
200904 11.71 10.19 0.01
200905 6.49 5.21 0.00
200906 -0.66 0.43 0.01
200907 8.42 7.72 0.01
200908 5.54 3.32 0.01
200909 3.05 4.08 0.01
200910 -3.64 -2.59 0.00
200911 6.31 5.56 0.00
200912 1.76 2.75 0.01
201001 -2.07 -3.36 0.00
201002 2.60 3.40 0.00
201003 6.49 6.32 0.01
201004 1.93 2.00 0.00
201005 -7.91 -7.89 0.01
201006 -5.82 -5.56 0.01
201007 7.11 6.92 0.01
201008 -4.64 -4.77 0.01
201009 7.68 9.54 0.01
201010 2.61 3.88 0.01
201011 -0.51 0.60 0.01
201012 8.24 6.82 0.01
201101 3.18 2.01 0.01
201102 3.70 3.49 0.01
201103 -0.25 0.48 0.01
201104 2.47 2.90 0.00
201105 -1.81 -1.27 0.00
201106 -2.18 -1.75 0.00
201107 -3.58 -2.34 0.00
201108 -6.17 -6.00 0.01
201109 -7.42 -7.60 0.00
201110 11.22 11.34 0.00
201111 -0.39 -0.26 0.00
201112 1.90 0.74 0.00
201201 4.92 5.06 0.00
201202 4.13 4.43 0.00
201203 3.30 3.11 0.00
201204 -1.31 -0.84 0.00
201205 -6.62 -6.20 0.01
201206 4.64 3.88 0.00
201207 0.84 0.79 0.00
201208 2.22 2.56 0.01
201209 3.10 2.74 0.01
201210 -0.71 -1.75 0.01
201211 0.13 0.77 0.01
201212 2.24 1.18 0.01
201301 6.43 5.58 0.00
201302 1.16 1.28 0.00
201303 3.79 4.03 0.00
201304 1.77 1.56 0.00
201305 2.46 2.81 0.00
201306 -1.00 -1.21 0.00
201307 5.24 5.65 0.00
201308 -3.59 -2.69 0.00
201309 2.47 3.76 0.00
201310 4.37 4.17 0.00
201311 2.81 3.12 0.00
201312 2.29 2.81 0.00
201401 -4.01 -3.26 0.00
201402 3.78 4.65 0.00
201403 2.62 0.41 0.00
201404 1.19 -0.14 0.00
201405 1.21 2.06 0.00
201406 1.95 2.59 0.00
201407 -1.44 -2.05 0.00
201408 3.56 4.23 0.00

Other Funds


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