Regression from Nov 2010 - Aug 2014

Rm-Rf Alpha R2
1.13 -2.84% 0.882
Standard error 0.0625 0.0023
t-statistics 18.16 -1.01

Fund Profile

Symbol IVOG
Issuer Vanguard
Type ETF
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Nov 2010 - Aug 2014

Month RaR Rm-Rf Rf
201011 4.69 0.60 0.01
201012 5.20 6.82 0.01
201101 1.46 2.01 0.01
201102 5.02 3.49 0.01
201103 2.90 0.48 0.01
201104 3.48 2.90 0.00
201105 -1.22 -1.27 0.00
201106 -1.32 -1.75 0.00
201107 -3.07 -2.34 0.00
201108 -6.16 -6.00 0.01
201109 -10.72 -7.60 0.00
201110 13.36 11.34 0.00
201111 -1.86 -0.26 0.00
201112 -0.93 0.74 0.00
201201 6.22 5.06 0.00
201202 5.65 4.43 0.00
201203 1.77 3.11 0.00
201204 -0.34 -0.84 0.00
201205 -6.06 -6.20 0.01
201206 0.44 3.88 0.00
201207 0.22 0.79 0.00
201208 4.08 2.56 0.01
201209 1.71 2.74 0.01
201210 -1.43 -1.75 0.01
201211 2.63 0.77 0.01
201212 1.34 1.18 0.01
201301 7.14 5.58 0.00
201302 0.16 1.28 0.00
201303 4.49 4.03 0.00
201304 0.82 1.56 0.00
201305 2.67 2.81 0.00
201306 -2.53 -1.21 0.00
201307 6.83 5.65 0.00
201308 -4.29 -2.69 0.00
201309 5.71 3.76 0.00
201310 3.62 4.17 0.00
201311 1.29 3.12 0.00
201312 3.32 2.81 0.00
201401 -2.59 -3.26 0.00
201402 5.31 4.65 0.00
201403 -0.45 0.41 0.00
201404 -2.92 -0.14 0.00
201405 1.87 2.06 0.00
201406 4.04 2.59 0.00
201407 -4.17 -2.05 0.00
201408 4.74 4.23 0.00

Other Funds


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