Regression from Sep 2000 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.10 0.89 -0.19 -2.03% 0.973
Standard error 0.0194 0.0344 0.0279 0.0008
t-statistics 56.94 25.86 -6.64 -2.02

Fund Profile

Symbol IWO
Issuer iShares
Type ETF
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200009 -4.60 -5.44 -1.87 6.85 0.51
200010 -8.41 -2.77 -3.66 4.79 0.56
200011 -18.18 -10.73 -3.10 12.42 0.51
200012 5.95 1.19 1.55 6.13 0.50
200101 7.96 3.12 7.03 -5.70 0.54
200102 -13.48 -10.08 -1.15 13.87 0.39
200103 -8.57 -7.27 0.55 6.36 0.44
200104 12.23 7.95 0.27 -4.36 0.39
200105 2.37 0.73 2.99 2.77 0.32
200106 1.22 -1.93 6.38 -2.14 0.28
200107 -8.39 -2.13 -4.22 5.62 0.30
200108 -5.77 -6.46 2.13 3.37 0.31
200109 -17.35 -9.26 -6.61 1.80 0.28
200110 10.61 2.47 6.88 -7.03 0.22
200111 8.55 7.54 0.38 0.69 0.17
200112 5.33 1.60 5.14 0.43 0.15
200201 -2.98 -1.44 1.12 3.45 0.14
200202 -6.62 -2.29 -1.61 3.91 0.13
200203 8.69 4.24 4.30 1.17 0.13
200204 -2.15 -5.20 5.86 4.21 0.15
200205 -6.33 -1.38 -3.72 2.54 0.14
200206 -7.85 -7.21 3.49 1.56 0.13
200207 -14.79 -8.18 -5.14 -3.63 0.15
200208 -0.27 0.50 -2.26 2.24 0.14
200209 -7.72 -10.35 2.70 1.23 0.14
200210 5.76 7.83 -2.98 -6.49 0.14
200211 8.60 5.96 3.17 -1.57 0.12
200212 -6.96 -5.76 -0.45 3.90 0.11
200301 -1.90 -2.57 1.40 -0.88 0.10
200302 -2.46 -1.89 -0.26 -1.46 0.09
200303 0.40 1.09 0.77 -1.67 0.10
200304 10.27 8.22 1.15 -0.06 0.10
200305 11.87 6.05 4.78 0.15 0.09
200306 0.25 1.42 1.51 0.68 0.10
200307 8.85 2.34 5.57 -2.11 0.07
200308 5.24 2.34 2.67 1.71 0.07
200309 -2.77 -1.23 0.55 1.00 0.08
200310 8.66 6.08 2.89 1.80 0.07
200311 3.77 1.35 2.21 1.46 0.07
200312 0.15 4.30 -2.78 2.68 0.08
200401 4.79 2.15 2.63 1.64 0.07
200402 0.24 1.40 -1.15 0.42 0.06
200403 0.47 -1.33 1.85 0.04 0.09
200404 -5.19 -1.83 -2.54 -1.69 0.08
200405 2.21 1.18 -0.16 -0.29 0.06
200406 3.26 1.86 2.32 1.66 0.08
200407 -8.84 -4.07 -3.82 4.48 0.10
200408 -2.41 0.08 -1.59 1.13 0.11
200409 5.44 1.61 2.89 0.36 0.11
200410 2.40 1.43 0.43 -0.84 0.11
200411 8.67 4.54 4.17 1.93 0.15
200412 3.29 3.43 0.19 -0.35 0.16
200501 -4.32 -2.75 -1.65 2.66 0.16
200502 1.38 1.89 -0.72 2.83 0.16
200503 -3.99 -1.96 -1.38 1.75 0.21
200504 -6.05 -2.61 -4.00 -0.46 0.21
200505 6.99 3.65 2.99 -1.23 0.24
200506 3.18 0.56 2.56 2.78 0.23
200507 7.35 3.92 2.77 -0.45 0.24
200508 -1.54 -1.22 -0.88 1.41 0.30
200509 0.50 0.48 -0.68 1.16 0.29
200510 -4.50 -2.00 -1.03 -0.70 0.27
200511 6.49 3.62 1.00 -1.85 0.31
200512 -0.31 -0.25 -0.51 0.48 0.32
200601 8.96 3.04 5.33 1.17 0.35
200602 0.20 -0.30 -0.31 -0.85 0.34
200603 4.84 1.46 3.56 -0.11 0.37
200604 0.00 0.72 -1.24 3.08 0.36
200605 -7.01 -3.57 -3.04 2.77 0.43
200606 -0.60 -0.35 -0.53 1.51 0.40
200607 -4.63 -0.78 -3.99 3.27 0.40
200608 2.66 2.03 0.83 -1.75 0.42
200609 0.49 1.84 -1.24 -0.42 0.41
200610 6.53 3.23 1.64 0.48 0.41
200611 2.40 1.71 0.77 0.48 0.42
200612 -0.31 0.87 -0.89 2.51 0.40
200701 2.07 1.41 0.09 -0.02 0.44
200702 -0.37 -1.95 1.38 0.24 0.38
200703 1.08 0.68 -0.26 0.39 0.43
200704 2.47 3.49 -2.09 -0.96 0.44
200705 4.66 3.24 -0.04 -0.13 0.41
200706 -0.69 -1.96 0.76 -1.06 0.40
200707 -5.13 -3.74 -2.67 -2.99 0.40
200708 2.32 0.92 -0.14 -2.36 0.42
200709 2.42 3.23 -2.46 -2.13 0.32
200710 5.06 1.80 0.21 -1.97 0.32
200711 -6.66 -4.82 -2.77 -1.09 0.34
200712 0.10 -0.86 0.05 -0.03 0.27
200801 -9.13 -6.35 -0.77 3.05 0.21
200802 -3.39 -3.09 -0.55 -0.03 0.13
200803 -1.01 -0.94 0.83 0.28 0.17
200804 5.77 4.60 -1.49 -0.03 0.18
200805 5.52 1.86 2.98 -0.34 0.18
200806 -5.81 -8.44 1.07 -1.02 0.17
200807 1.70 -0.77 3.58 3.69 0.15
200808 3.16 1.53 3.75 1.48 0.13
200809 -11.29 -9.24 -0.34 4.40 0.15
200810 -21.65 -17.23 -2.28 -2.99 0.08
200811 -11.90 -7.86 -3.63 -4.94 0.03
200812 4.77 1.66 3.97 -1.20 0.09
200901 -6.79 -8.12 -0.98 -9.86 0.00
200902 -10.43 -10.09 -0.35 -6.90 0.01
200903 8.41 8.95 0.73 2.60 0.02
200904 14.79 10.19 5.40 5.42 0.01
200905 4.32 5.21 -2.66 0.56 0.00
200906 2.96 0.43 2.67 -2.44 0.01
200907 7.80 7.72 2.50 4.73 0.01
200908 1.06 3.32 -0.51 7.59 0.01
200909 6.18 4.08 2.47 1.40 0.01
200910 -6.59 -2.59 -4.22 -4.37 0.00
200911 3.18 5.56 -2.65 0.17 0.00
200912 8.19 2.75 5.79 0.73 0.01
201001 -4.22 -3.36 0.19 0.61 0.00
201002 4.23 3.40 1.44 2.74 0.00
201003 7.95 6.32 1.58 2.03 0.01
201004 4.27 2.00 4.94 3.15 0.00
201005 -6.52 -7.89 -0.08 -2.33 0.01
201006 -6.76 -5.56 -2.13 -4.26 0.01
201007 6.53 6.92 0.17 0.22 0.01
201008 -7.29 -4.77 -2.94 -1.64 0.01
201009 14.02 9.54 3.84 -3.02 0.01
201010 4.65 3.88 1.04 -2.30 0.01
201011 4.13 0.60 3.66 -0.54 0.01
201012 7.63 6.82 0.78 3.58 0.01
201101 -0.65 2.01 -2.46 0.86 0.01
201102 5.87 3.49 1.63 1.67 0.01
201103 3.78 0.48 2.62 -1.22 0.01
201104 3.65 2.90 -0.32 -2.25 0.00
201105 -1.94 -1.27 -0.65 -2.21 0.00
201106 -2.11 -1.75 -0.08 -0.42 0.00
201107 -3.84 -2.34 -1.40 -1.20 0.00
201108 -8.80 -6.00 -3.30 -1.56 0.01
201109 -11.40 -7.60 -3.68 -1.06 0.00
201110 15.97 11.34 3.58 -0.90 0.00
201111 -0.59 -0.26 -0.26 -0.17 0.00
201112 -0.28 0.74 -0.57 1.53 0.00
201201 7.52 5.06 2.52 -2.13 0.00
201202 3.33 4.43 -1.65 0.04 0.00
201203 2.11 3.11 -0.23 -0.07 0.00
201204 -1.76 -0.84 -0.61 -0.20 0.00
201205 -7.07 -6.20 -0.10 0.10 0.01
201206 5.28 3.88 0.82 0.46 0.00
201207 -1.84 0.79 -2.59 0.02 0.00
201208 3.58 2.56 0.72 0.59 0.01
201209 3.07 2.74 0.49 1.57 0.01
201210 -3.22 -1.75 -1.07 4.17 0.01
201211 1.06 0.77 0.67 -1.10 0.01
201212 2.77 1.18 1.66 3.28 0.01
201301 6.64 5.58 0.49 1.35 0.00
201302 1.02 1.28 -0.38 0.31 0.00
201303 5.03 4.03 0.84 -0.06 0.00
201304 -0.59 1.56 -2.43 0.36 0.00
201305 5.12 2.81 1.93 1.31 0.00
201306 -0.87 -1.21 1.23 -0.45 0.00
201307 7.83 5.65 1.85 0.79 0.00
201308 -2.05 -2.69 0.28 -2.46 0.00
201309 7.27 3.76 2.85 -1.51 0.00
201310 1.67 4.17 -1.52 1.39 0.00
201311 4.13 3.12 1.32 -0.38 0.00
201312 1.93 2.81 -0.44 -0.17 0.00
201401 -1.61 -3.26 0.85 -1.83 0.00
201402 4.76 4.65 0.27 -0.48 0.00
201403 -2.43 0.41 -1.81 4.72 0.00
201404 -5.12 -0.14 -4.23 1.57 0.00
201405 0.97 2.06 -1.88 -0.40 0.00
201406 6.19 2.59 2.98 -0.63 0.00
201407 -6.06 -2.05 -4.28 0.03 0.00
201408 5.50 4.23 0.49 -0.75 0.00

Other Funds


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