Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
0.95 -1.88% 0.935
Standard error 0.0193 0.0009
t-statistics 49.06 -1.76

Fund Profile

Symbol IVW
Issuer iShares
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -3.15 -2.45 0.48
200008 5.94 7.14 0.50
200009 -9.42 -5.44 0.51
200010 -2.97 -2.77 0.56
200011 -10.76 -10.73 0.51
200012 -4.77 1.19 0.50
200101 3.44 3.12 0.54
200102 -11.95 -10.08 0.39
200103 -8.98 -7.27 0.44
200104 8.89 7.95 0.39
200105 0.63 0.73 0.32
200106 -0.80 -1.93 0.28
200107 -0.92 -2.13 0.30
200108 -6.95 -6.46 0.31
200109 -6.56 -9.26 0.28
200110 3.45 2.47 0.22
200111 8.72 7.54 0.17
200112 0.24 1.60 0.15
200201 -0.12 -1.44 0.14
200202 -2.70 -2.29 0.13
200203 2.43 4.24 0.13
200204 -7.27 -5.20 0.15
200205 -2.12 -1.38 0.14
200206 -7.18 -7.21 0.13
200207 -5.89 -8.18 0.15
200208 0.79 0.50 0.14
200209 -10.49 -10.35 0.14
200210 9.73 7.83 0.14
200211 4.54 5.96 0.12
200212 -6.39 -5.76 0.11
200301 -2.79 -2.57 0.10
200302 -0.38 -1.89 0.09
200303 2.10 1.09 0.10
200304 7.01 8.22 0.10
200305 3.46 6.05 0.09
200306 1.44 1.42 0.10
200307 1.33 2.34 0.07
200308 1.76 2.34 0.07
200309 -0.18 -1.23 0.08
200310 4.29 6.08 0.07
200311 1.02 1.35 0.07
200312 4.07 4.30 0.08
200401 2.04 2.15 0.07
200402 0.58 1.40 0.06
200403 -2.46 -1.33 0.09
200404 -0.74 -1.83 0.08
200405 1.84 1.18 0.06
200406 1.48 1.86 0.08
200407 -4.85 -4.07 0.10
200408 -0.24 0.08 0.11
200409 0.19 1.61 0.11
200410 1.61 1.43 0.11
200411 3.31 4.54 0.15
200412 3.08 3.43 0.16
200501 -2.17 -2.75 0.16
200502 2.44 1.89 0.16
200503 -1.95 -1.96 0.21
200504 -1.60 -2.61 0.21
200505 3.21 3.65 0.24
200506 -1.32 0.56 0.23
200507 4.36 3.92 0.24
200508 -0.79 -1.22 0.30
200509 0.47 0.48 0.29
200510 -2.02 -2.00 0.27
200511 3.85 3.62 0.31
200512 -0.25 -0.25 0.32
200601 2.09 3.04 0.35
200602 -0.04 -0.30 0.34
200603 0.94 1.46 0.37
200604 -0.17 0.72 0.36
200605 -3.54 -3.57 0.43
200606 -0.12 -0.35 0.40
200607 0.19 -0.78 0.40
200608 3.28 2.03 0.42
200609 2.45 1.84 0.41
200610 3.32 3.23 0.41
200611 1.90 1.71 0.42
200612 0.28 0.87 0.40
200701 1.35 1.41 0.44
200702 -2.28 -1.95 0.38
200703 0.84 0.68 0.43
200704 4.87 3.49 0.44
200705 2.95 3.24 0.41
200706 -1.28 -1.96 0.40
200707 -2.24 -3.74 0.40
200708 1.63 0.92 0.42
200709 4.59 3.23 0.32
200710 2.01 1.80 0.32
200711 -3.63 -4.82 0.34
200712 0.10 -0.86 0.27
200801 -8.53 -6.35 0.21
200802 -1.14 -3.09 0.13
200803 -0.42 -0.94 0.17
200804 5.83 4.60 0.18
200805 2.53 1.86 0.18
200806 -5.92 -8.44 0.17
200807 -2.85 -0.77 0.15
200808 1.81 1.53 0.13
200809 -9.77 -9.24 0.15
200810 -16.51 -17.23 0.08
200811 -6.11 -7.86 0.03
200812 1.41 1.66 0.09
200901 -4.86 -8.12 0.00
200902 -8.74 -10.09 0.01
200903 7.76 8.95 0.02
200904 8.40 10.19 0.01
200905 5.13 5.21 0.00
200906 0.57 0.43 0.01
200907 6.76 7.72 0.01
200908 2.12 3.32 0.01
200909 4.04 4.08 0.01
200910 -0.28 -2.59 0.00
200911 5.86 5.56 0.00
200912 2.16 2.75 0.01
201001 -5.27 -3.36 0.00
201002 3.46 3.40 0.00
201003 5.77 6.32 0.01
201004 1.34 2.00 0.00
201005 -8.01 -7.89 0.01
201006 -4.87 -5.56 0.01
201007 6.94 6.92 0.01
201008 -4.36 -4.77 0.01
201009 10.10 9.54 0.01
201010 5.02 3.88 0.01
201011 0.31 0.60 0.01
201012 5.39 6.82 0.01
201101 1.45 2.01 0.01
201102 3.24 3.49 0.01
201103 0.26 0.48 0.01
201104 3.29 2.90 0.00
201105 -0.46 -1.27 0.00
201106 -1.27 -1.75 0.00
201107 -0.54 -2.34 0.00
201108 -4.82 -6.00 0.01
201109 -6.51 -7.60 0.00
201110 10.47 11.34 0.00
201111 -0.23 -0.26 0.00
201112 0.43 0.74 0.00
201201 4.09 5.06 0.00
201202 4.33 4.43 0.00
201203 3.29 3.11 0.00
201204 0.00 -0.84 0.00
201205 -5.45 -6.20 0.01
201206 3.57 3.88 0.00
201207 1.77 0.79 0.00
201208 2.36 2.56 0.01
201209 2.12 2.74 0.01
201210 -2.86 -1.75 0.01
201211 0.88 0.77 0.01
201212 -0.13 1.18 0.01
201301 3.94 5.58 0.00
201302 1.18 1.28 0.00
201303 3.83 4.03 0.00
201304 2.03 1.56 0.00
201305 2.30 2.81 0.00
201306 -1.92 -1.21 0.00
201307 5.29 5.65 0.00
201308 -2.35 -2.69 0.00
201309 3.88 3.76 0.00
201310 4.72 4.17 0.00
201311 2.70 3.12 0.00
201312 3.19 2.81 0.00
201401 -2.94 -3.26 0.00
201402 5.21 4.65 0.00
201403 -0.68 0.41 0.00
201404 0.16 -0.14 0.00
201405 3.28 2.06 0.00
201406 2.22 2.59 0.00
201407 -1.26 -2.05 0.00
201408 4.25 4.23 0.00

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