Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
0.98 -0.24% 0.993
Standard error 0.0065 0.0003
t-statistics 149.74 -0.66

Fund Profile

Symbol IWB
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -1.22 -2.45 0.48
200008 7.59 7.14 0.50
200009 -4.61 -5.44 0.51
200010 -1.47 -2.77 0.56
200011 -8.57 -10.73 0.51
200012 0.75 1.19 0.50
200101 3.31 3.12 0.54
200102 -9.48 -10.08 0.39
200103 -7.12 -7.27 0.44
200104 8.66 7.95 0.39
200105 0.39 0.73 0.32
200106 -1.88 -1.93 0.28
200107 -1.60 -2.13 0.30
200108 -6.12 -6.46 0.31
200109 -8.40 -9.26 0.28
200110 2.03 2.47 0.22
200111 7.57 7.54 0.17
200112 1.79 1.60 0.15
200201 -2.28 -1.44 0.14
200202 -1.57 -2.29 0.13
200203 3.57 4.24 0.13
200204 -5.46 -5.20 0.15
200205 -0.70 -1.38 0.14
200206 -8.05 -7.21 0.13
200207 -6.76 -8.18 0.15
200208 0.28 0.50 0.14
200209 -10.24 -10.35 0.14
200210 7.74 7.83 0.14
200211 6.28 5.96 0.12
200212 -6.01 -5.76 0.11
200301 -2.45 -2.57 0.10
200302 -1.06 -1.89 0.09
200303 0.39 1.09 0.10
200304 8.00 8.22 0.10
200305 6.01 6.05 0.09
200306 1.25 1.42 0.10
200307 2.04 2.34 0.07
200308 1.81 2.34 0.07
200309 -0.78 -1.23 0.08
200310 5.71 6.08 0.07
200311 1.31 1.35 0.07
200312 4.94 4.30 0.08
200401 2.05 2.15 0.07
200402 1.30 1.40 0.06
200403 -1.47 -1.33 0.09
200404 -1.79 -1.83 0.08
200405 1.39 1.18 0.06
200406 1.92 1.86 0.08
200407 -3.35 -4.07 0.10
200408 0.23 0.08 0.11
200409 1.19 1.61 0.11
200410 1.66 1.43 0.11
200411 4.39 4.54 0.15
200412 3.20 3.43 0.16
200501 -2.18 -2.75 0.16
200502 2.13 1.89 0.16
200503 -1.46 -1.96 0.21
200504 -1.84 -2.61 0.21
200505 3.45 3.65 0.24
200506 0.28 0.56 0.23
200507 4.10 3.92 0.24
200508 -0.92 -1.22 0.30
200509 1.09 0.48 0.29
200510 -2.24 -2.00 0.27
200511 4.01 3.62 0.31
200512 0.05 -0.25 0.32
200601 2.46 3.04 0.35
200602 0.68 -0.30 0.34
200603 1.60 1.46 0.37
200604 1.03 0.72 0.36
200605 -3.06 -3.57 0.43
200606 0.24 -0.35 0.40
200607 0.12 -0.78 0.40
200608 2.44 2.03 0.42
200609 2.37 1.84 0.41
200610 3.26 3.23 0.41
200611 2.05 1.71 0.42
200612 1.39 0.87 0.40
200701 1.88 1.41 0.44
200702 -1.67 -1.95 0.38
200703 0.99 0.68 0.43
200704 4.25 3.49 0.44
200705 3.61 3.24 0.41
200706 -1.90 -1.96 0.40
200707 -3.20 -3.74 0.40
200708 1.16 0.92 0.42
200709 4.08 3.23 0.32
200710 1.61 1.80 0.32
200711 -4.10 -4.82 0.34
200712 -1.07 -0.86 0.27
200801 -5.87 -6.35 0.21
200802 -2.85 -3.09 0.13
200803 -0.69 -0.94 0.17
200804 4.97 4.60 0.18
200805 1.72 1.86 0.18
200806 -8.31 -8.44 0.17
200807 -0.95 -0.77 0.15
200808 1.38 1.53 0.13
200809 -9.34 -9.24 0.15
200810 -17.14 -17.23 0.08
200811 -8.36 -7.86 0.03
200812 1.83 1.66 0.09
200901 -7.93 -8.12 0.00
200902 -10.45 -10.09 0.01
200903 8.16 8.95 0.02
200904 10.53 10.19 0.01
200905 5.88 5.21 0.00
200906 0.09 0.43 0.01
200907 7.51 7.72 0.01
200908 3.68 3.32 0.01
200909 3.92 4.08 0.01
200910 -2.22 -2.59 0.00
200911 5.98 5.56 0.00
200912 2.36 2.75 0.01
201001 -3.62 -3.36 0.00
201002 3.26 3.40 0.00
201003 6.30 6.32 0.01
201004 1.81 2.00 0.00
201005 -7.95 -7.89 0.01
201006 -5.65 -5.56 0.01
201007 7.01 6.92 0.01
201008 -4.44 -4.77 0.01
201009 9.12 9.54 0.01
201010 3.86 3.88 0.01
201011 0.20 0.60 0.01
201012 6.82 6.82 0.01
201101 2.33 2.01 0.01
201102 3.52 3.49 0.01
201103 0.23 0.48 0.01
201104 2.96 2.90 0.00
201105 -1.09 -1.27 0.00
201106 -1.77 -1.75 0.00
201107 -2.12 -2.34 0.00
201108 -5.83 -6.00 0.01
201109 -7.30 -7.60 0.00
201110 10.97 11.34 0.00
201111 -0.36 -0.26 0.00
201112 0.92 0.74 0.00
201201 4.90 5.06 0.00
201202 4.28 4.43 0.00
201203 3.17 3.11 0.00
201204 -0.56 -0.84 0.00
201205 -6.11 -6.20 0.01
201206 3.85 3.88 0.00
201207 1.01 0.79 0.00
201208 2.46 2.56 0.01
201209 2.62 2.74 0.01
201210 -1.78 -1.75 0.01
201211 0.89 0.77 0.01
201212 1.17 1.18 0.01
201301 5.37 5.58 0.00
201302 1.06 1.28 0.00
201303 3.94 4.03 0.00
201304 1.90 1.56 0.00
201305 1.75 2.81 0.00
201306 -0.54 -1.21 0.00
201307 4.88 5.65 0.00
201308 -2.77 -2.69 0.00
201309 3.61 3.76 0.00
201310 4.36 4.17 0.00
201311 2.72 3.12 0.00
201312 2.70 2.81 0.00
201401 -3.24 -3.26 0.00
201402 4.81 4.65 0.00
201403 0.55 0.41 0.00
201404 0.46 -0.14 0.00
201405 2.27 2.06 0.00
201406 2.30 2.59 0.00
201407 -1.62 -2.05 0.00
201408 4.07 4.23 0.00

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