Regression from Nov 2010 - Aug 2014

Rm-Rf Alpha R2
1.12 -2.11% 0.929
Standard error 0.0469 0.0018
t-statistics 23.97 -1.00

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 Rf
201011 2.91 0.60 0.01
201012 7.19 6.82 0.01
201101 1.41 2.01 0.01
201102 4.36 3.49 0.01
201103 2.70 0.48 0.01
201104 2.72 2.90 0.00
201105 -1.48 -1.27 0.00
201106 -1.75 -1.75 0.00
201107 -3.84 -2.34 0.00
201108 -7.43 -6.00 0.01
201109 -9.18 -7.60 0.00
201110 12.74 11.34 0.00
201111 -0.62 -0.26 0.00
201112 -0.47 0.74 0.00
201201 6.65 5.06 0.00
201202 4.47 4.43 0.00
201203 2.21 3.11 0.00
201204 -0.61 -0.84 0.00
201205 -6.02 -6.20 0.01
201206 1.41 3.88 0.00
201207 -0.05 0.79 0.00
201208 3.53 2.56 0.01
201209 1.83 2.74 0.01
201210 -0.80 -1.75 0.01
201211 2.23 0.77 0.01
201212 2.15 1.18 0.01
201301 7.33 5.58 0.00
201302 0.88 1.28 0.00
201303 4.75 4.03 0.00
201304 0.42 1.56 0.00
201305 3.10 2.81 0.00
201306 -2.56 -1.21 0.00
201307 6.35 5.65 0.00
201308 -3.79 -2.69 0.00
201309 5.22 3.76 0.00
201310 3.66 4.17 0.00
201311 1.61 3.12 0.00
201312 2.97 2.81 0.00
201401 -2.32 -3.26 0.00
201402 4.94 4.65 0.00
201403 0.32 0.41 0.00
201404 -1.55 -0.14 0.00
201405 1.74 2.06 0.00
201406 4.16 2.59 0.00
201407 -4.35 -2.05 0.00
201408 5.12 4.23 0.00

Other Funds


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