Rm-Rf | Alpha | R2 | |
---|---|---|---|
1.30 | -0.33% | 0.855 | |
Standard error | 0.0415 | 0.0019 | |
t-statistics | 31.34 | -0.14 |
Symbol | IWO |
---|---|
Issuer | iShares |
Type | ETF |
Region | USA |
Style | Small Growth |
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 |
Use the form below to perform a regression analysis for a specific fund.
Pick a fund symbol, regression type, and optional start and end months to perform the calculation.