Regression from Oct 2005 - Aug 2014

Rm-Rf Alpha R2
1.26 -3.77% 0.858
Standard error 0.0498 0.0023
t-statistics 25.21 -1.38

Fund Profile

Symbol IWC
Issuer iShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Oct 2005 - Aug 2014

Month RaR Rm-Rf Rf
200510 -3.88 -2.00 0.27
200511 4.95 3.62 0.31
200512 -0.17 -0.25 0.32
200601 9.16 3.04 0.35
200602 0.47 -0.30 0.34
200603 4.19 1.46 0.37
200604 -0.56 0.72 0.36
200605 -6.36 -3.57 0.43
200606 -0.88 -0.35 0.40
200607 -3.45 -0.78 0.40
200608 2.82 2.03 0.42
200609 0.02 1.84 0.41
200610 5.86 3.23 0.41
200611 2.32 1.71 0.42
200612 1.30 0.87 0.40
200701 1.25 1.41 0.44
200702 -1.20 -1.95 0.38
200703 0.69 0.68 0.43
200704 1.15 3.49 0.44
200705 2.94 3.24 0.41
200706 -1.03 -1.96 0.40
200707 -7.55 -3.74 0.40
200708 1.59 0.92 0.42
200709 1.70 3.23 0.32
200710 1.09 1.80 0.32
200711 -8.71 -4.82 0.34
200712 -0.55 -0.86 0.27
200801 -7.69 -6.35 0.21
200802 -3.26 -3.09 0.13
200803 -1.10 -0.94 0.17
200804 1.67 4.60 0.18
200805 3.74 1.86 0.18
200806 -9.20 -8.44 0.17
200807 4.91 -0.77 0.15
200808 2.74 1.53 0.13
200809 -6.91 -9.24 0.15
200810 -21.15 -17.23 0.08
200811 -12.72 -7.86 0.03
200812 4.41 1.66 0.09
200901 -11.04 -8.12 0.00
200902 -13.54 -10.09 0.01
200903 7.77 8.95 0.02
200904 16.28 10.19 0.01
200905 4.18 5.21 0.00
200906 3.07 0.43 0.01
200907 9.63 7.72 0.01
200908 3.61 3.32 0.01
200909 6.08 4.08 0.01
200910 -9.15 -2.59 0.00
200911 1.63 5.56 0.00
200912 7.43 2.75 0.01
201001 -2.66 -3.36 0.00
201002 4.65 3.40 0.00
201003 8.10 6.32 0.01
201004 8.84 2.00 0.00
201005 -8.60 -7.89 0.01
201006 -8.37 -5.56 0.01
201007 5.68 6.92 0.01
201008 -8.98 -4.77 0.01
201009 12.03 9.54 0.01
201010 5.67 3.88 0.01
201011 3.51 0.60 0.01
201012 9.52 6.82 0.01
201101 -1.78 2.01 0.01
201102 5.37 3.49 0.01
201103 2.59 0.48 0.01
201104 1.60 2.90 0.00
201105 -2.12 -1.27 0.00
201106 -3.07 -1.75 0.00
201107 -2.70 -2.34 0.00
201108 -10.60 -6.00 0.01
201109 -11.19 -7.60 0.00
201110 13.74 11.34 0.00
201111 -1.09 -0.26 0.00
201112 1.37 0.74 0.00
201201 8.66 5.06 0.00
201202 2.05 4.43 0.00
201203 4.06 3.11 0.00
201204 -1.71 -0.84 0.00
201205 -6.57 -6.20 0.01
201206 6.42 3.88 0.00
201207 -1.75 0.79 0.00
201208 2.68 2.56 0.01
201209 5.12 2.74 0.01
201210 -3.44 -1.75 0.01
201211 0.18 0.77 0.01
201212 3.31 1.18 0.01
201301 5.98 5.58 0.00
201302 0.53 1.28 0.00
201303 5.43 4.03 0.00
201304 -0.05 1.56 0.00
201305 4.55 2.81 0.00
201306 0.70 -1.21 0.00
201307 7.56 5.65 0.00
201308 -2.89 -2.69 0.00
201309 6.80 3.76 0.00
201310 1.69 4.17 0.00
201311 6.04 3.12 0.00
201312 2.12 2.81 0.00
201401 -0.54 -3.26 0.00
201402 4.65 4.65 0.00
201403 -0.96 0.41 0.00
201404 -5.98 -0.14 0.00
201405 -0.18 2.06 0.00
201406 4.94 2.59 0.00
201407 -6.75 -2.05 0.00
201408 4.41 4.23 0.00

Other Funds


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