Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.07 -3.08% 0.926
Standard error 0.0234 0.0011
t-statistics 45.77 -2.38

Fund Profile

Symbol IWF
Issuer iShares
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -3.92 -2.45 0.48
200008 9.45 7.14 0.50
200009 -9.28 -5.44 0.51
200010 -5.28 -2.77 0.56
200011 -14.81 -10.73 0.51
200012 -2.76 1.19 0.50
200101 7.31 3.12 0.54
200102 -17.74 -10.08 0.39
200103 -10.97 -7.27 0.44
200104 12.92 7.95 0.39
200105 -1.28 0.73 0.32
200106 -1.32 -1.93 0.28
200107 -3.62 -2.13 0.30
200108 -8.19 -6.46 0.31
200109 -9.87 -9.26 0.28
200110 5.30 2.47 0.22
200111 9.30 7.54 0.17
200112 -0.23 1.60 0.15
200201 -1.94 -1.44 0.14
200202 -3.61 -2.29 0.13
200203 3.29 4.24 0.13
200204 -8.34 -5.20 0.15
200205 -2.61 -1.38 0.14
200206 -9.23 -7.21 0.13
200207 -5.23 -8.18 0.15
200208 -0.12 0.50 0.14
200209 -9.74 -10.35 0.14
200210 8.42 7.83 0.14
200211 5.74 5.96 0.12
200212 -7.23 -5.76 0.11
200301 -2.48 -2.57 0.10
200302 -0.23 -1.89 0.09
200303 1.57 1.09 0.10
200304 7.79 8.22 0.10
200305 5.23 6.05 0.09
200306 1.16 1.42 0.10
200307 2.47 2.34 0.07
200308 2.41 2.34 0.07
200309 -0.91 -1.23 0.08
200310 5.37 6.08 0.07
200311 0.92 1.35 0.07
200312 3.81 4.30 0.08
200401 2.20 2.15 0.07
200402 0.57 1.40 0.06
200403 -1.93 -1.33 0.09
200404 -1.12 -1.83 0.08
200405 1.96 1.18 0.06
200406 0.91 1.86 0.08
200407 -5.24 -4.07 0.10
200408 -1.08 0.08 0.11
200409 1.02 1.61 0.11
200410 1.36 1.43 0.11
200411 3.95 4.54 0.15
200412 3.75 3.43 0.16
200501 -3.41 -2.75 0.16
200502 1.19 1.89 0.16
200503 -2.17 -1.96 0.21
200504 -1.83 -2.61 0.21
200505 5.00 3.65 0.24
200506 -0.47 0.56 0.23
200507 5.07 3.92 0.24
200508 -1.45 -1.22 0.30
200509 0.45 0.48 0.29
200510 -1.38 -2.00 0.27
200511 4.64 3.62 0.31
200512 -0.55 -0.25 0.32
200601 1.34 3.04 0.35
200602 0.26 -0.30 0.34
200603 1.99 1.46 0.37
200604 -0.28 0.72 0.36
200605 -3.68 -3.57 0.43
200606 -0.15 -0.35 0.40
200607 -2.06 -0.78 0.40
200608 2.87 2.03 0.42
200609 2.81 1.84 0.41
200610 3.63 3.23 0.41
200611 1.92 1.71 0.42
200612 0.18 0.87 0.40
200701 2.62 1.41 0.44
200702 -1.81 -1.95 0.38
200703 0.64 0.68 0.43
200704 4.60 3.49 0.44
200705 3.67 3.24 0.41
200706 -1.67 -1.96 0.40
200707 -1.42 -3.74 0.40
200708 1.23 0.92 0.42
200709 4.69 3.23 0.32
200710 2.89 1.80 0.32
200711 -3.44 -4.82 0.34
200712 -0.67 -0.86 0.27
200801 -7.91 -6.35 0.21
200802 -1.65 -3.09 0.13
200803 -0.84 -0.94 0.17
200804 5.54 4.60 0.18
200805 3.30 1.86 0.18
200806 -6.93 -8.44 0.17
200807 -2.01 -0.77 0.15
200808 1.30 1.53 0.13
200809 -10.94 -9.24 0.15
200810 -17.74 -17.23 0.08
200811 -8.44 -7.86 0.03
200812 1.82 1.66 0.09
200901 -5.13 -8.12 0.00
200902 -7.50 -10.09 0.01
200903 8.31 8.95 0.02
200904 10.17 10.19 0.01
200905 5.20 5.21 0.00
200906 0.93 0.43 0.01
200907 7.24 7.72 0.01
200908 1.94 3.32 0.01
200909 4.05 4.08 0.01
200910 -1.27 -2.59 0.00
200911 6.22 5.56 0.00
200912 3.05 2.75 0.01
201001 -4.48 -3.36 0.00
201002 3.48 3.40 0.00
201003 5.77 6.32 0.01
201004 1.07 2.00 0.00
201005 -7.67 -7.89 0.01
201006 -5.47 -5.56 0.01
201007 7.16 6.92 0.01
201008 -4.66 -4.77 0.01
201009 10.56 9.54 0.01
201010 4.90 3.88 0.01
201011 1.14 0.60 0.01
201012 5.45 6.82 0.01
201101 2.43 2.01 0.01
201102 3.41 3.49 0.01
201103 0.02 0.48 0.01
201104 3.28 2.90 0.00
201105 -1.09 -1.27 0.00
201106 -1.44 -1.75 0.00
201107 -0.95 -2.34 0.00
201108 -5.36 -6.00 0.01
201109 -7.27 -7.60 0.00
201110 10.81 11.34 0.00
201111 -0.11 -0.26 0.00
201112 -0.29 0.74 0.00
201201 6.04 5.06 0.00
201202 4.71 4.43 0.00
201203 3.29 3.11 0.00
201204 -0.13 -0.84 0.00
201205 -6.42 -6.20 0.01
201206 2.75 3.88 0.00
201207 1.09 0.79 0.00
201208 3.26 2.56 0.01
201209 1.42 2.74 0.01
201210 -2.91 -1.75 0.01
201211 1.75 0.77 0.01
201212 0.02 1.18 0.01
201301 4.23 5.58 0.00
201302 1.09 1.28 0.00
201303 3.78 4.03 0.00
201304 2.11 1.56 0.00
201305 1.93 2.81 0.00
201306 -2.08 -1.21 0.00
201307 5.54 5.65 0.00
201308 -1.75 -2.69 0.00
201309 4.44 3.76 0.00
201310 4.41 4.17 0.00
201311 2.75 3.12 0.00
201312 2.84 2.81 0.00
201401 -2.91 -3.26 0.00
201402 5.13 4.65 0.00
201403 -1.03 0.41 0.00
201404 0.07 -0.14 0.00
201405 3.04 2.06 0.00
201406 1.90 2.59 0.00
201407 -1.50 -2.05 0.00
201408 4.51 4.23 0.00

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