Regression from Nov 2009 - Aug 2014

Rm-Rf Alpha R2
0.89 0.54% 0.969
Standard error 0.0214 0.0009
t-statistics 41.56 0.50

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 Rf
200911 5.79 5.56 0.00
200912 2.01 2.75 0.01
201001 -3.06 -3.36 0.00
201002 1.25 3.40 0.00
201003 5.21 6.32 0.01
201004 1.62 2.00 0.00
201005 -7.71 -7.89 0.01
201006 -4.46 -5.56 0.01
201007 5.62 6.92 0.01
201008 -5.06 -4.77 0.01
201009 9.04 9.54 0.01
201010 3.73 3.88 0.01
201011 0.00 0.60 0.01
201012 6.03 6.82 0.01
201101 2.34 2.01 0.01
201102 3.28 3.49 0.01
201103 0.07 0.48 0.01
201104 2.89 2.90 0.00
201105 -1.49 -1.27 0.00
201106 -1.41 -1.75 0.00
201107 -1.60 -2.34 0.00
201108 -5.11 -6.00 0.01
201109 -5.42 -7.60 0.00
201110 9.37 11.34 0.00
201111 -0.81 -0.26 0.00
201112 1.75 0.74 0.00
201201 4.10 5.06 0.00
201202 4.43 4.43 0.00
201203 3.57 3.11 0.00
201204 -0.84 -0.84 0.00
201205 -5.64 -6.20 0.01
201206 3.65 3.88 0.00
201207 2.01 0.79 0.00
201208 2.00 2.56 0.01
201209 2.74 2.74 0.01
201210 -1.88 -1.75 0.01
201211 0.32 0.77 0.01
201212 0.57 1.18 0.01
201301 4.75 5.58 0.00
201302 1.27 1.28 0.00
201303 3.58 4.03 0.00
201304 2.16 1.56 0.00
201305 2.23 2.81 0.00
201306 -1.52 -1.21 0.00
201307 5.74 5.65 0.00
201308 -3.31 -2.69 0.00
201309 2.88 3.76 0.00
201310 5.43 4.17 0.00
201311 2.80 3.12 0.00
201312 2.33 2.81 0.00
201401 -3.58 -3.26 0.00
201402 4.21 4.65 0.00
201403 1.17 0.41 0.00
201404 0.83 -0.14 0.00
201405 2.11 2.06 0.00
201406 2.00 2.59 0.00
201407 -1.01 -2.05 0.00
201408 3.66 4.23 0.00

Other Funds


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