Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
0.95 -0.49% 0.987
Standard error 0.0084 0.0004
t-statistics 114.31 -1.07

Fund Profile

Symbol IVV
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -1.76 -2.45 0.48
200008 6.53 7.14 0.50
200009 -5.45 -5.44 0.51
200010 -0.39 -2.77 0.56
200011 -7.56 -10.73 0.51
200012 -0.41 1.19 0.50
200101 4.22 3.12 0.54
200102 -9.37 -10.08 0.39
200103 -5.74 -7.27 0.44
200104 7.26 7.95 0.39
200105 0.42 0.73 0.32
200106 -2.14 -1.93 0.28
200107 -1.13 -2.13 0.30
200108 -5.83 -6.46 0.31
200109 -8.60 -9.26 0.28
200110 1.78 2.47 0.22
200111 7.76 7.54 0.17
200112 0.53 1.60 0.15
200201 -1.05 -1.44 0.14
200202 -1.85 -2.29 0.13
200203 3.37 4.24 0.13
200204 -5.71 -5.20 0.15
200205 -0.81 -1.38 0.14
200206 -7.18 -7.21 0.13
200207 -7.77 -8.18 0.15
200208 0.47 0.50 0.14
200209 -10.36 -10.35 0.14
200210 8.32 7.83 0.14
200211 5.72 5.96 0.12
200212 -5.34 -5.76 0.11
200301 -2.46 -2.57 0.10
200302 -1.40 -1.89 0.09
200303 0.22 1.09 0.10
200304 8.48 8.22 0.10
200305 5.41 6.05 0.09
200306 1.19 1.42 0.10
200307 1.72 2.34 0.07
200308 1.88 2.34 0.07
200309 -1.01 -1.23 0.08
200310 5.41 6.08 0.07
200311 1.21 1.35 0.07
200312 5.23 4.30 0.08
200401 2.16 2.15 0.07
200402 1.26 1.40 0.06
200403 -1.23 -1.33 0.09
200404 -1.87 -1.83 0.08
200405 1.68 1.18 0.06
200406 1.77 1.86 0.08
200407 -3.13 -4.07 0.10
200408 0.20 0.08 0.11
200409 0.96 1.61 0.11
200410 1.25 1.43 0.11
200411 4.43 4.54 0.15
200412 3.07 3.43 0.16
200501 -2.24 -2.75 0.16
200502 2.07 1.89 0.16
200503 -1.80 -1.96 0.21
200504 -1.80 -2.61 0.21
200505 3.15 3.65 0.24
200506 0.13 0.56 0.23
200507 3.85 3.92 0.24
200508 -0.97 -1.22 0.30
200509 0.82 0.48 0.29
200510 -2.14 -2.00 0.27
200511 4.16 3.62 0.31
200512 -0.16 -0.25 0.32
200601 2.48 3.04 0.35
200602 0.53 -0.30 0.34
200603 1.56 1.46 0.37
200604 1.29 0.72 0.36
200605 -2.93 -3.57 0.43
200606 0.27 -0.35 0.40
200607 0.40 -0.78 0.40
200608 2.20 2.03 0.42
200609 2.67 1.84 0.41
200610 3.21 3.23 0.41
200611 1.96 1.71 0.42
200612 1.39 0.87 0.40
200701 1.42 1.41 0.44
200702 -1.89 -1.95 0.38
200703 1.18 0.68 0.43
200704 4.32 3.49 0.44
200705 3.41 3.24 0.41
200706 -1.54 -1.96 0.40
200707 -3.19 -3.74 0.40
200708 1.31 0.92 0.42
200709 4.09 3.23 0.32
200710 1.42 1.80 0.32
200711 -4.11 -4.82 0.34
200712 -0.83 -0.86 0.27
200801 -6.27 -6.35 0.21
200802 -2.76 -3.09 0.13
200803 -0.63 -0.94 0.17
200804 4.83 4.60 0.18
200805 1.28 1.86 0.18
200806 -8.38 -8.44 0.17
200807 -0.74 -0.77 0.15
200808 1.49 1.53 0.13
200809 -8.88 -9.24 0.15
200810 -16.63 -17.23 0.08
200811 -7.47 -7.86 0.03
200812 0.98 1.66 0.09
200901 -8.13 -8.12 0.00
200902 -10.55 -10.09 0.01
200903 8.02 8.95 0.02
200904 10.13 10.19 0.01
200905 5.84 5.21 0.00
200906 0.04 0.43 0.01
200907 7.39 7.72 0.01
200908 3.66 3.32 0.01
200909 3.63 4.08 0.01
200910 -1.93 -2.59 0.00
200911 6.09 5.56 0.00
200912 1.90 2.75 0.01
201001 -3.71 -3.36 0.00
201002 3.14 3.40 0.00
201003 6.12 6.32 0.01
201004 1.62 2.00 0.00
201005 -8.00 -7.89 0.01
201006 -5.26 -5.56 0.01
201007 6.98 6.92 0.01
201008 -4.42 -4.77 0.01
201009 8.82 9.54 0.01
201010 3.84 3.88 0.01
201011 -0.06 0.60 0.01
201012 6.77 6.82 0.01
201101 2.30 2.01 0.01
201102 3.47 3.49 0.01
201103 0.00 0.48 0.01
201104 2.95 2.90 0.00
201105 -1.19 -1.27 0.00
201106 -1.68 -1.75 0.00
201107 -1.97 -2.34 0.00
201108 -5.52 -6.00 0.01
201109 -6.78 -7.60 0.00
201110 10.64 11.34 0.00
201111 -0.31 -0.26 0.00
201112 1.06 0.74 0.00
201201 4.62 5.06 0.00
201202 4.21 4.43 0.00
201203 3.29 3.11 0.00
201204 -0.66 -0.84 0.00
201205 -6.01 -6.20 0.01
201206 4.21 3.88 0.00
201207 1.24 0.79 0.00
201208 2.48 2.56 0.01
201209 2.33 2.74 0.01
201210 -2.02 -1.75 0.01
201211 0.87 0.77 0.01
201212 0.94 1.18 0.01
201301 5.11 5.58 0.00
201302 1.35 1.28 0.00
201303 3.68 4.03 0.00
201304 1.97 1.56 0.00
201305 2.39 2.81 0.00
201306 -1.58 -1.21 0.00
201307 5.39 5.65 0.00
201308 -3.04 -2.69 0.00
201309 3.24 3.76 0.00
201310 4.61 4.17 0.00
201311 2.98 3.12 0.00
201312 2.56 2.81 0.00
201401 -3.49 -3.26 0.00
201402 4.56 4.65 0.00
201403 0.87 0.41 0.00
201404 0.74 -0.14 0.00
201405 2.28 2.06 0.00
201406 2.09 2.59 0.00
201407 -1.40 -2.05 0.00
201408 3.97 4.23 0.00

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