Regression from Nov 2010 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.00 0.42 0.06 -0.04% 0.957
Standard error 0.0446 0.0796 0.0855 0.0014
t-statistics 22.54 5.25 0.73 -0.03

Fund Profile

Symbol IVOO
Issuer Vanguard
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Nov 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201011 2.91 0.60 3.66 -0.54 0.01
201012 7.19 6.82 0.78 3.58 0.01
201101 1.41 2.01 -2.46 0.86 0.01
201102 4.36 3.49 1.63 1.67 0.01
201103 2.70 0.48 2.62 -1.22 0.01
201104 2.72 2.90 -0.32 -2.25 0.00
201105 -1.48 -1.27 -0.65 -2.21 0.00
201106 -1.75 -1.75 -0.08 -0.42 0.00
201107 -3.84 -2.34 -1.40 -1.20 0.00
201108 -7.43 -6.00 -3.30 -1.56 0.01
201109 -9.18 -7.60 -3.68 -1.06 0.00
201110 12.74 11.34 3.58 -0.90 0.00
201111 -0.62 -0.26 -0.26 -0.17 0.00
201112 -0.47 0.74 -0.57 1.53 0.00
201201 6.65 5.06 2.52 -2.13 0.00
201202 4.47 4.43 -1.65 0.04 0.00
201203 2.21 3.11 -0.23 -0.07 0.00
201204 -0.61 -0.84 -0.61 -0.20 0.00
201205 -6.02 -6.20 -0.10 0.10 0.01
201206 1.41 3.88 0.82 0.46 0.00
201207 -0.05 0.79 -2.59 0.02 0.00
201208 3.53 2.56 0.72 0.59 0.01
201209 1.83 2.74 0.49 1.57 0.01
201210 -0.80 -1.75 -1.07 4.17 0.01
201211 2.23 0.77 0.67 -1.10 0.01
201212 2.15 1.18 1.66 3.28 0.01
201301 7.33 5.58 0.49 1.35 0.00
201302 0.88 1.28 -0.38 0.31 0.00
201303 4.75 4.03 0.84 -0.06 0.00
201304 0.42 1.56 -2.43 0.36 0.00
201305 3.10 2.81 1.93 1.31 0.00
201306 -2.56 -1.21 1.23 -0.45 0.00
201307 6.35 5.65 1.85 0.79 0.00
201308 -3.79 -2.69 0.28 -2.46 0.00
201309 5.22 3.76 2.85 -1.51 0.00
201310 3.66 4.17 -1.52 1.39 0.00
201311 1.61 3.12 1.32 -0.38 0.00
201312 2.97 2.81 -0.44 -0.17 0.00
201401 -2.32 -3.26 0.85 -1.83 0.00
201402 4.94 4.65 0.27 -0.48 0.00
201403 0.32 0.41 -1.81 4.72 0.00
201404 -1.55 -0.14 -4.23 1.57 0.00
201405 1.74 2.06 -1.88 -0.40 0.00
201406 4.16 2.59 2.98 -0.63 0.00
201407 -4.35 -2.05 -4.28 0.03 0.00
201408 5.12 4.23 0.49 -0.75 0.00

Other Funds


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