Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.30 -0.33% 0.855
Standard error 0.0415 0.0019
t-statistics 31.34 -0.14

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 Rf
200009 -4.60 -5.44 0.51
200010 -8.41 -2.77 0.56
200011 -18.18 -10.73 0.51
200012 5.95 1.19 0.50
200101 7.96 3.12 0.54
200102 -13.48 -10.08 0.39
200103 -8.57 -7.27 0.44
200104 12.23 7.95 0.39
200105 2.37 0.73 0.32
200106 1.22 -1.93 0.28
200107 -8.39 -2.13 0.30
200108 -5.77 -6.46 0.31
200109 -17.35 -9.26 0.28
200110 10.61 2.47 0.22
200111 8.55 7.54 0.17
200112 5.33 1.60 0.15
200201 -2.98 -1.44 0.14
200202 -6.62 -2.29 0.13
200203 8.69 4.24 0.13
200204 -2.15 -5.20 0.15
200205 -6.33 -1.38 0.14
200206 -7.85 -7.21 0.13
200207 -14.79 -8.18 0.15
200208 -0.27 0.50 0.14
200209 -7.72 -10.35 0.14
200210 5.76 7.83 0.14
200211 8.60 5.96 0.12
200212 -6.96 -5.76 0.11
200301 -1.90 -2.57 0.10
200302 -2.46 -1.89 0.09
200303 0.40 1.09 0.10
200304 10.27 8.22 0.10
200305 11.87 6.05 0.09
200306 0.25 1.42 0.10
200307 8.85 2.34 0.07
200308 5.24 2.34 0.07
200309 -2.77 -1.23 0.08
200310 8.66 6.08 0.07
200311 3.77 1.35 0.07
200312 0.15 4.30 0.08
200401 4.79 2.15 0.07
200402 0.24 1.40 0.06
200403 0.47 -1.33 0.09
200404 -5.19 -1.83 0.08
200405 2.21 1.18 0.06
200406 3.26 1.86 0.08
200407 -8.84 -4.07 0.10
200408 -2.41 0.08 0.11
200409 5.44 1.61 0.11
200410 2.40 1.43 0.11
200411 8.67 4.54 0.15
200412 3.29 3.43 0.16
200501 -4.32 -2.75 0.16
200502 1.38 1.89 0.16
200503 -3.99 -1.96 0.21
200504 -6.05 -2.61 0.21
200505 6.99 3.65 0.24
200506 3.18 0.56 0.23
200507 7.35 3.92 0.24
200508 -1.54 -1.22 0.30
200509 0.50 0.48 0.29
200510 -4.50 -2.00 0.27
200511 6.49 3.62 0.31
200512 -0.31 -0.25 0.32
200601 8.96 3.04 0.35
200602 0.20 -0.30 0.34
200603 4.84 1.46 0.37
200604 0.00 0.72 0.36
200605 -7.01 -3.57 0.43
200606 -0.60 -0.35 0.40
200607 -4.63 -0.78 0.40
200608 2.66 2.03 0.42
200609 0.49 1.84 0.41
200610 6.53 3.23 0.41
200611 2.40 1.71 0.42
200612 -0.31 0.87 0.40
200701 2.07 1.41 0.44
200702 -0.37 -1.95 0.38
200703 1.08 0.68 0.43
200704 2.47 3.49 0.44
200705 4.66 3.24 0.41
200706 -0.69 -1.96 0.40
200707 -5.13 -3.74 0.40
200708 2.32 0.92 0.42
200709 2.42 3.23 0.32
200710 5.06 1.80 0.32
200711 -6.66 -4.82 0.34
200712 0.10 -0.86 0.27
200801 -9.13 -6.35 0.21
200802 -3.39 -3.09 0.13
200803 -1.01 -0.94 0.17
200804 5.77 4.60 0.18
200805 5.52 1.86 0.18
200806 -5.81 -8.44 0.17
200807 1.70 -0.77 0.15
200808 3.16 1.53 0.13
200809 -11.29 -9.24 0.15
200810 -21.65 -17.23 0.08
200811 -11.90 -7.86 0.03
200812 4.77 1.66 0.09
200901 -6.79 -8.12 0.00
200902 -10.43 -10.09 0.01
200903 8.41 8.95 0.02
200904 14.79 10.19 0.01
200905 4.32 5.21 0.00
200906 2.96 0.43 0.01
200907 7.80 7.72 0.01
200908 1.06 3.32 0.01
200909 6.18 4.08 0.01
200910 -6.59 -2.59 0.00
200911 3.18 5.56 0.00
200912 8.19 2.75 0.01
201001 -4.22 -3.36 0.00
201002 4.23 3.40 0.00
201003 7.95 6.32 0.01
201004 4.27 2.00 0.00
201005 -6.52 -7.89 0.01
201006 -6.76 -5.56 0.01
201007 6.53 6.92 0.01
201008 -7.29 -4.77 0.01
201009 14.02 9.54 0.01
201010 4.65 3.88 0.01
201011 4.13 0.60 0.01
201012 7.63 6.82 0.01
201101 -0.65 2.01 0.01
201102 5.87 3.49 0.01
201103 3.78 0.48 0.01
201104 3.65 2.90 0.00
201105 -1.94 -1.27 0.00
201106 -2.11 -1.75 0.00
201107 -3.84 -2.34 0.00
201108 -8.80 -6.00 0.01
201109 -11.40 -7.60 0.00
201110 15.97 11.34 0.00
201111 -0.59 -0.26 0.00
201112 -0.28 0.74 0.00
201201 7.52 5.06 0.00
201202 3.33 4.43 0.00
201203 2.11 3.11 0.00
201204 -1.76 -0.84 0.00
201205 -7.07 -6.20 0.01
201206 5.28 3.88 0.00
201207 -1.84 0.79 0.00
201208 3.58 2.56 0.01
201209 3.07 2.74 0.01
201210 -3.22 -1.75 0.01
201211 1.06 0.77 0.01
201212 2.77 1.18 0.01
201301 6.64 5.58 0.00
201302 1.02 1.28 0.00
201303 5.03 4.03 0.00
201304 -0.59 1.56 0.00
201305 5.12 2.81 0.00
201306 -0.87 -1.21 0.00
201307 7.83 5.65 0.00
201308 -2.05 -2.69 0.00
201309 7.27 3.76 0.00
201310 1.67 4.17 0.00
201311 4.13 3.12 0.00
201312 1.93 2.81 0.00
201401 -1.61 -3.26 0.00
201402 4.76 4.65 0.00
201403 -2.43 0.41 0.00
201404 -5.12 -0.14 0.00
201405 0.97 2.06 0.00
201406 6.19 2.59 0.00
201407 -6.06 -2.05 0.00
201408 5.50 4.23 0.00

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