Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.16 2.37% 0.855
Standard error 0.0369 0.0017
t-statistics 31.53 1.16

Fund Profile

Symbol IWM
Issuer iShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -2.77 -2.45 0.48
200008 6.96 7.14 0.50
200009 -3.26 -5.44 0.51
200010 -4.48 -2.77 0.56
200011 -9.96 -10.73 0.51
200012 7.92 1.19 0.50
200101 5.38 3.12 0.54
200102 -6.68 -10.08 0.39
200103 -4.66 -7.27 0.44
200104 8.28 7.95 0.39
200105 2.16 0.73 0.32
200106 3.12 -1.93 0.28
200107 -5.59 -2.13 0.30
200108 -2.42 -6.46 0.31
200109 -14.57 -9.26 0.28
200110 6.48 2.47 0.22
200111 7.64 7.54 0.17
200112 5.50 1.60 0.15
200201 -0.15 -1.44 0.14
200202 -3.11 -2.29 0.13
200203 7.51 4.24 0.13
200204 1.20 -5.20 0.15
200205 -4.74 -1.38 0.14
200206 -5.80 -7.21 0.13
200207 -13.34 -8.18 0.15
200208 -0.66 0.50 0.14
200209 -8.00 -10.35 0.14
200210 4.12 7.83 0.14
200211 8.45 5.96 0.12
200212 -5.73 -5.76 0.11
200301 -2.06 -2.57 0.10
200302 -3.01 -1.89 0.09
200303 0.23 1.09 0.10
200304 10.26 8.22 0.10
200305 10.88 6.05 0.09
200306 1.16 1.42 0.10
200307 6.49 2.34 0.07
200308 4.78 2.34 0.07
200309 -1.94 -1.23 0.08
200310 8.70 6.08 0.07
200311 3.75 1.35 0.07
200312 1.80 4.30 0.08
200401 4.34 2.15 0.07
200402 0.96 1.40 0.06
200403 0.95 -1.33 0.09
200404 -5.51 -1.83 0.08
200405 2.15 1.18 0.06
200406 4.23 1.86 0.08
200407 -6.77 -4.07 0.10
200408 -1.52 0.08 0.11
200409 5.35 1.61 0.11
200410 2.05 1.43 0.11
200411 9.20 4.54 0.15
200412 2.40 3.43 0.16
200501 -4.06 -2.75 0.16
200502 1.63 1.89 0.16
200503 -2.83 -1.96 0.21
200504 -5.66 -2.61 0.21
200505 6.47 3.65 0.24
200506 4.08 0.56 0.23
200507 6.57 3.92 0.24
200508 -2.00 -1.22 0.30
200509 0.09 0.48 0.29
200510 -3.92 -2.00 0.27
200511 5.75 3.62 0.31
200512 -0.70 -0.25 0.32
200601 8.45 3.04 0.35
200602 0.31 -0.30 0.34
200603 4.91 1.46 0.37
200604 0.31 0.72 0.36
200605 -5.69 -3.57 0.43
200606 -0.03 -0.35 0.40
200607 -2.85 -0.78 0.40
200608 2.99 2.03 0.42
200609 0.64 1.84 0.41
200610 5.89 3.23 0.41
200611 2.41 1.71 0.42
200612 0.37 0.87 0.40
200701 1.69 1.41 0.44
200702 -0.66 -1.95 0.38
200703 0.97 0.68 0.43
200704 1.63 3.49 0.44
200705 4.37 3.24 0.41
200706 -1.43 -1.96 0.40
200707 -6.99 -3.74 0.40
200708 2.12 0.92 0.42
200709 1.90 3.23 0.32
200710 2.84 1.80 0.32
200711 -6.88 -4.82 0.34
200712 -0.65 -0.86 0.27
200801 -6.54 -6.35 0.21
200802 -2.93 -3.09 0.13
200803 -0.67 -0.94 0.17
200804 4.57 4.60 0.18
200805 4.57 1.86 0.18
200806 -7.52 -8.44 0.17
200807 3.67 -0.77 0.15
200808 3.57 1.53 0.13
200809 -7.76 -9.24 0.15
200810 -20.96 -17.23 0.08
200811 -11.93 -7.86 0.03
200812 4.82 1.66 0.09
200901 -9.68 -8.12 0.00
200902 -11.96 -10.09 0.01
200903 7.75 8.95 0.02
200904 15.39 10.19 0.01
200905 3.41 5.21 0.00
200906 1.81 0.43 0.01
200907 9.16 7.72 0.01
200908 2.94 3.32 0.01
200909 5.55 4.08 0.01
200910 -6.49 -2.59 0.00
200911 3.13 5.56 0.00
200912 7.93 2.75 0.01
201001 -3.73 -3.36 0.00
201002 4.48 3.40 0.00
201003 8.23 6.32 0.01
201004 5.68 2.00 0.00
201005 -7.53 -7.89 0.01
201006 -7.75 -5.56 0.01
201007 6.72 6.92 0.01
201008 -7.44 -4.77 0.01
201009 12.46 9.54 0.01
201010 4.13 3.88 0.01
201011 3.49 0.60 0.01
201012 8.03 6.82 0.01
201101 -0.36 2.01 0.01
201102 5.54 3.49 0.01
201103 2.53 0.48 0.01
201104 2.63 2.90 0.00
201105 -1.79 -1.27 0.00
201106 -2.40 -1.75 0.00
201107 -3.41 -2.34 0.00
201108 -8.89 -6.00 0.01
201109 -11.15 -7.60 0.00
201110 15.10 11.34 0.00
201111 -0.38 -0.26 0.00
201112 0.51 0.74 0.00
201201 7.15 5.06 0.00
201202 2.57 4.43 0.00
201203 2.49 3.11 0.00
201204 -1.62 -0.84 0.00
201205 -6.59 -6.20 0.01
201206 5.06 3.88 0.00
201207 -1.52 0.79 0.00
201208 3.53 2.56 0.01
201209 3.26 2.74 0.01
201210 -2.17 -1.75 0.01
201211 0.55 0.77 0.01
201212 3.61 1.18 0.01
201301 6.24 5.58 0.00
201302 1.00 1.28 0.00
201303 4.66 4.03 0.00
201304 -0.34 1.56 0.00
201305 3.92 2.81 0.00
201306 -0.81 -1.21 0.00
201307 7.33 5.65 0.00
201308 -3.17 -2.69 0.00
201309 6.49 3.76 0.00
201310 2.43 4.17 0.00
201311 3.95 3.12 0.00
201312 2.02 2.81 0.00
201401 -2.77 -3.26 0.00
201402 4.78 4.65 0.00
201403 -0.75 0.41 0.00
201404 -3.75 -0.14 0.00
201405 0.79 2.06 0.00
201406 5.27 2.59 0.00
201407 -6.06 -2.05 0.00
201408 4.83 4.23 0.00

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