Regression from Oct 2001 - Aug 2014

Rm-Rf Alpha R2
1.15 1.29% 0.904
Standard error 0.0305 0.0013
t-statistics 37.87 0.80

Fund Profile

Symbol IWP
Issuer iShares
Type ETF
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Oct 2001 - Aug 2014

Month RaR Rm-Rf Rf
200110 10.78 2.47 0.22
200111 10.26 7.54 0.17
200112 4.16 1.60 0.15
200201 -3.75 -1.44 0.14
200202 -5.00 -2.29 0.13
200203 7.34 4.24 0.13
200204 -5.68 -5.20 0.15
200205 -3.00 -1.38 0.14
200206 -11.31 -7.21 0.13
200207 -9.53 -8.18 0.15
200208 1.18 0.50 0.14
200209 -9.03 -10.35 0.14
200210 7.49 7.83 0.14
200211 8.55 5.96 0.12
200212 -6.90 -5.76 0.11
200301 -0.59 -2.57 0.10
200302 -1.49 -1.89 0.09
200303 2.98 1.09 0.10
200304 6.38 8.22 0.10
200305 8.88 6.05 0.09
200306 2.14 1.42 0.10
200307 3.09 2.34 0.07
200308 5.54 2.34 0.07
200309 -1.76 -1.23 0.08
200310 7.67 6.08 0.07
200311 3.02 1.35 0.07
200312 1.05 4.30 0.08
200401 3.14 2.15 0.07
200402 1.84 1.40 0.06
200403 -0.23 -1.33 0.09
200404 -2.85 -1.83 0.08
200405 2.27 1.18 0.06
200406 1.76 1.86 0.08
200407 -6.90 -4.07 0.10
200408 -1.20 0.08 0.11
200409 4.22 1.61 0.11
200410 2.62 1.43 0.11
200411 5.34 4.54 0.15
200412 4.72 3.43 0.16
200501 -2.65 -2.75 0.16
200502 2.54 1.89 0.16
200503 -1.57 -1.96 0.21
200504 -4.06 -2.61 0.21
200505 5.98 3.65 0.24
200506 1.65 0.56 0.23
200507 5.91 3.92 0.24
200508 -0.31 -1.22 0.30
200509 0.96 0.48 0.29
200510 -3.05 -2.00 0.27
200511 5.45 3.62 0.31
200512 0.98 -0.25 0.32
200601 5.81 3.04 0.35
200602 -0.85 -0.30 0.34
200603 3.01 1.46 0.37
200604 -0.02 0.72 0.36
200605 -4.76 -3.57 0.43
200606 -0.29 -0.35 0.40
200607 -3.55 -0.78 0.40
200608 2.19 2.03 0.42
200609 2.26 1.84 0.41
200610 3.86 3.23 0.41
200611 3.97 1.71 0.42
200612 -1.03 0.87 0.40
200701 3.46 1.41 0.44
200702 0.08 -1.95 0.38
200703 0.56 0.68 0.43
200704 4.21 3.49 0.44
200705 4.06 3.24 0.41
200706 -1.83 -1.96 0.40
200707 -2.31 -3.74 0.40
200708 0.58 0.92 0.42
200709 3.91 3.23 0.32
200710 2.54 1.80 0.32
200711 -4.37 -4.82 0.34
200712 0.26 -0.86 0.27
200801 -8.04 -6.35 0.21
200802 -1.37 -3.09 0.13
200803 -1.82 -0.94 0.17
200804 7.11 4.60 0.18
200805 5.25 1.86 0.18
200806 -7.32 -8.44 0.17
200807 -3.79 -0.77 0.15
200808 0.92 1.53 0.13
200809 -15.29 -9.24 0.15
200810 -21.99 -17.23 0.08
200811 -10.27 -7.86 0.03
200812 3.46 1.66 0.09
200901 -4.40 -8.12 0.00
200902 -7.32 -10.09 0.01
200903 8.93 8.95 0.02
200904 14.47 10.19 0.01
200905 5.23 5.21 0.00
200906 0.52 0.43 0.01
200907 7.55 7.72 0.01
200908 3.26 3.32 0.01
200909 5.55 4.08 0.01
200910 -4.00 -2.59 0.00
200911 4.89 5.56 0.00
200912 6.18 2.75 0.01
201001 -3.99 -3.36 0.00
201002 4.88 3.40 0.00
201003 6.44 6.32 0.01
201004 3.36 2.00 0.00
201005 -6.98 -7.89 0.01
201006 -6.32 -5.56 0.01
201007 6.79 6.92 0.01
201008 -4.23 -4.77 0.01
201009 12.00 9.54 0.01
201010 3.95 3.88 0.01
201011 3.27 0.60 0.01
201012 6.19 6.82 0.01
201101 1.92 2.01 0.01
201102 4.03 3.49 0.01
201103 1.66 0.48 0.01
201104 3.57 2.90 0.00
201105 -0.30 -1.27 0.00
201106 -1.70 -1.75 0.00
201107 -3.68 -2.34 0.00
201108 -6.92 -6.00 0.01
201109 -10.07 -7.60 0.00
201110 13.56 11.34 0.00
201111 -0.53 -0.26 0.00
201112 -1.53 0.74 0.00
201201 7.19 5.06 0.00
201202 4.49 4.43 0.00
201203 2.15 3.11 0.00
201204 -0.02 -0.84 0.00
201205 -7.33 -6.20 0.01
201206 1.85 3.88 0.00
201207 -0.14 0.79 0.00
201208 3.50 2.56 0.01
201209 1.87 2.74 0.01
201210 -2.27 -1.75 0.01
201211 2.23 0.77 0.01
201212 1.77 1.18 0.01
201301 6.12 5.58 0.00
201302 0.93 1.28 0.00
201303 4.07 4.03 0.00
201304 1.45 1.56 0.00
201305 2.60 2.81 0.00
201306 -1.35 -1.21 0.00
201307 6.35 5.65 0.00
201308 -2.02 -2.69 0.00
201309 5.06 3.76 0.00
201310 2.63 4.17 0.00
201311 2.15 3.12 0.00
201312 3.16 2.81 0.00
201401 -2.25 -3.26 0.00
201402 6.27 4.65 0.00
201403 -1.85 0.41 0.00
201404 -1.51 -0.14 0.00
201405 2.78 2.06 0.00
201406 3.12 2.59 0.00
201407 -3.00 -2.05 0.00
201408 5.34 4.23 0.00

Other Funds


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