Regression from Nov 2009 - Aug 2014

Rm-Rf SMB HML Alpha R2
0.94 -0.20 0.01 0.09% 0.980
Standard error 0.0204 0.0364 0.0404 0.0007
t-statistics 45.89 -5.38 0.20 0.10

Fund Profile

Symbol IWL
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Nov 2009 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200911 5.79 5.56 -2.65 0.17 0.00
200912 2.01 2.75 5.79 0.73 0.01
201001 -3.06 -3.36 0.19 0.61 0.00
201002 1.25 3.40 1.44 2.74 0.00
201003 5.21 6.32 1.58 2.03 0.01
201004 1.62 2.00 4.94 3.15 0.00
201005 -7.71 -7.89 -0.08 -2.33 0.01
201006 -4.46 -5.56 -2.13 -4.26 0.01
201007 5.62 6.92 0.17 0.22 0.01
201008 -5.06 -4.77 -2.94 -1.64 0.01
201009 9.04 9.54 3.84 -3.02 0.01
201010 3.73 3.88 1.04 -2.30 0.01
201011 0.00 0.60 3.66 -0.54 0.01
201012 6.03 6.82 0.78 3.58 0.01
201101 2.34 2.01 -2.46 0.86 0.01
201102 3.28 3.49 1.63 1.67 0.01
201103 0.07 0.48 2.62 -1.22 0.01
201104 2.89 2.90 -0.32 -2.25 0.00
201105 -1.49 -1.27 -0.65 -2.21 0.00
201106 -1.41 -1.75 -0.08 -0.42 0.00
201107 -1.60 -2.34 -1.40 -1.20 0.00
201108 -5.11 -6.00 -3.30 -1.56 0.01
201109 -5.42 -7.60 -3.68 -1.06 0.00
201110 9.37 11.34 3.58 -0.90 0.00
201111 -0.81 -0.26 -0.26 -0.17 0.00
201112 1.75 0.74 -0.57 1.53 0.00
201201 4.10 5.06 2.52 -2.13 0.00
201202 4.43 4.43 -1.65 0.04 0.00
201203 3.57 3.11 -0.23 -0.07 0.00
201204 -0.84 -0.84 -0.61 -0.20 0.00
201205 -5.64 -6.20 -0.10 0.10 0.01
201206 3.65 3.88 0.82 0.46 0.00
201207 2.01 0.79 -2.59 0.02 0.00
201208 2.00 2.56 0.72 0.59 0.01
201209 2.74 2.74 0.49 1.57 0.01
201210 -1.88 -1.75 -1.07 4.17 0.01
201211 0.32 0.77 0.67 -1.10 0.01
201212 0.57 1.18 1.66 3.28 0.01
201301 4.75 5.58 0.49 1.35 0.00
201302 1.27 1.28 -0.38 0.31 0.00
201303 3.58 4.03 0.84 -0.06 0.00
201304 2.16 1.56 -2.43 0.36 0.00
201305 2.23 2.81 1.93 1.31 0.00
201306 -1.52 -1.21 1.23 -0.45 0.00
201307 5.74 5.65 1.85 0.79 0.00
201308 -3.31 -2.69 0.28 -2.46 0.00
201309 2.88 3.76 2.85 -1.51 0.00
201310 5.43 4.17 -1.52 1.39 0.00
201311 2.80 3.12 1.32 -0.38 0.00
201312 2.33 2.81 -0.44 -0.17 0.00
201401 -3.58 -3.26 0.85 -1.83 0.00
201402 4.21 4.65 0.27 -0.48 0.00
201403 1.17 0.41 -1.81 4.72 0.00
201404 0.83 -0.14 -4.23 1.57 0.00
201405 2.11 2.06 -1.88 -0.40 0.00
201406 2.00 2.59 2.98 -0.63 0.00
201407 -1.01 -2.05 -4.28 0.03 0.00
201408 3.66 4.23 0.49 -0.75 0.00

Other Funds


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