Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
0.91 2.21% 0.900
Standard error 0.0235 0.0011
t-statistics 38.86 1.71

Fund Profile

Symbol IWD
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -0.13 -2.45 0.48
200008 5.96 7.14 0.50
200009 0.38 -5.44 0.51
200010 2.59 -2.77 0.56
200011 -3.79 -10.73 0.51
200012 5.10 1.19 0.50
200101 0.07 3.12 0.54
200102 -2.70 -10.08 0.39
200103 -3.71 -7.27 0.44
200104 5.08 7.95 0.39
200105 2.21 0.73 0.32
200106 -2.43 -1.93 0.28
200107 0.21 -2.13 0.30
200108 -4.13 -6.46 0.31
200109 -7.57 -9.26 0.28
200110 -0.21 2.47 0.22
200111 5.58 7.54 0.17
200112 2.02 1.60 0.15
200201 -0.61 -1.44 0.14
200202 0.51 -2.29 0.13
200203 4.72 4.24 0.13
200204 -3.70 -5.20 0.15
200205 0.02 -1.38 0.14
200206 -5.79 -7.21 0.13
200207 -8.74 -8.18 0.15
200208 0.36 0.50 0.14
200209 -10.99 -10.35 0.14
200210 7.72 7.83 0.14
200211 6.39 5.96 0.12
200212 -4.83 -5.76 0.11
200301 -2.49 -2.57 0.10
200302 -2.15 -1.89 0.09
200303 -0.27 1.09 0.10
200304 8.77 8.22 0.10
200305 6.70 6.05 0.09
200306 0.88 1.42 0.10
200307 1.70 2.34 0.07
200308 1.47 2.34 0.07
200309 -0.97 -1.23 0.08
200310 6.32 6.08 0.07
200311 1.09 1.35 0.07
200312 6.84 4.30 0.08
200401 1.71 2.15 0.07
200402 2.16 1.40 0.06
200403 -0.74 -1.33 0.09
200404 -2.81 -1.83 0.08
200405 0.98 1.18 0.06
200406 2.62 1.86 0.08
200407 -1.27 -4.07 0.10
200408 1.24 0.08 0.11
200409 1.39 1.61 0.11
200410 1.54 1.43 0.11
200411 5.05 4.54 0.15
200412 3.40 3.43 0.16
200501 -1.74 -2.75 0.16
200502 3.42 1.89 0.16
200503 -1.64 -1.96 0.21
200504 -1.74 -2.61 0.21
200505 2.38 3.65 0.24
200506 1.07 0.56 0.23
200507 3.08 3.92 0.24
200508 -0.49 -1.22 0.30
200509 1.32 0.48 0.29
200510 -2.91 -2.00 0.27
200511 3.81 3.62 0.31
200512 0.16 -0.25 0.32
200601 3.72 3.04 0.35
200602 1.02 -0.30 0.34
200603 1.62 1.46 0.37
200604 2.28 0.72 0.36
200605 -2.42 -3.57 0.43
200606 0.50 -0.35 0.40
200607 2.39 -0.78 0.40
200608 1.52 2.03 0.42
200609 2.19 1.84 0.41
200610 3.09 3.23 0.41
200611 2.33 1.71 0.42
200612 2.35 0.87 0.40
200701 1.16 1.41 0.44
200702 -1.49 -1.95 0.38
200703 1.42 0.68 0.43
200704 3.70 3.49 0.44
200705 3.56 3.24 0.41
200706 -2.32 -1.96 0.40
200707 -4.98 -3.74 0.40
200708 1.48 0.92 0.42
200709 3.37 3.23 0.32
200710 0.12 1.80 0.32
200711 -4.82 -4.82 0.34
200712 -1.44 -0.86 0.27
200801 -4.03 -6.35 0.21
200802 -3.89 -3.09 0.13
200803 -0.11 -0.94 0.17
200804 4.17 4.60 0.18
200805 -0.24 1.86 0.18
200806 -9.54 -8.44 0.17
200807 -0.34 -0.77 0.15
200808 1.67 1.53 0.13
200809 -7.40 -9.24 0.15
200810 -16.99 -17.23 0.08
200811 -7.47 -7.86 0.03
200812 1.77 1.66 0.09
200901 -11.58 -8.12 0.00
200902 -13.17 -10.09 0.01
200903 8.21 8.95 0.02
200904 10.60 10.19 0.01
200905 6.69 5.21 0.00
200906 -1.03 0.43 0.01
200907 7.82 7.72 0.01
200908 5.44 3.32 0.01
200909 3.78 4.08 0.01
200910 -3.20 -2.59 0.00
200911 5.73 5.56 0.00
200912 1.68 2.75 0.01
201001 -2.83 -3.36 0.00
201002 3.05 3.40 0.00
201003 6.71 6.32 0.01
201004 2.61 2.00 0.00
201005 -8.20 -7.89 0.01
201006 -5.76 -5.56 0.01
201007 6.80 6.92 0.01
201008 -4.22 -4.77 0.01
201009 7.62 9.54 0.01
201010 3.10 3.88 0.01
201011 -0.61 0.60 0.01
201012 7.93 6.82 0.01
201101 2.17 2.01 0.01
201102 3.78 3.49 0.01
201103 0.28 0.48 0.01
201104 2.60 2.90 0.00
201105 -1.01 -1.27 0.00
201106 -2.10 -1.75 0.00
201107 -3.40 -2.34 0.00
201108 -6.13 -6.00 0.01
201109 -7.54 -7.60 0.00
201110 11.45 11.34 0.00
201111 -0.71 -0.26 0.00
201112 2.07 0.74 0.00
201201 3.83 5.06 0.00
201202 3.66 4.43 0.00
201203 3.11 3.11 0.00
201204 -0.97 -0.84 0.00
201205 -5.79 -6.20 0.01
201206 4.95 3.88 0.00
201207 0.87 0.79 0.00
201208 2.28 2.56 0.01
201209 3.15 2.74 0.01
201210 -0.53 -1.75 0.01
201211 -0.07 0.77 0.01
201212 2.22 1.18 0.01
201301 6.36 5.58 0.00
201302 1.23 1.28 0.00
201303 4.03 4.03 0.00
201304 1.51 1.56 0.00
201305 2.67 2.81 0.00
201306 -0.95 -1.21 0.00
201307 5.42 5.65 0.00
201308 -3.84 -2.69 0.00
201309 2.55 3.76 0.00
201310 4.37 4.17 0.00
201311 2.73 3.12 0.00
201312 2.48 2.81 0.00
201401 -3.58 -3.26 0.00
201402 4.28 4.65 0.00
201403 2.43 0.41 0.00
201404 0.91 -0.14 0.00
201405 1.40 2.06 0.00
201406 2.55 2.59 0.00
201407 -1.71 -2.05 0.00
201408 3.65 4.23 0.00

Other Funds


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