| 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.