Regression from Oct 2001 - Aug 2014

Rm-Rf Alpha R2
1.10 2.37% 0.942
Standard error 0.0220 0.0010
t-statistics 49.78 2.03

Fund Profile

Symbol IWR
Issuer iShares
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Oct 2001 - Aug 2014

Month RaR Rm-Rf Rf
200110 3.98 2.47 0.22
200111 8.83 7.54 0.17
200112 4.26 1.60 0.15
200201 -1.49 -1.44 0.14
200202 -0.58 -2.29 0.13
200203 5.99 4.24 0.13
200204 -2.07 -5.20 0.15
200205 -1.13 -1.38 0.14
200206 -7.24 -7.21 0.13
200207 -10.01 -8.18 0.15
200208 1.19 0.50 0.14
200209 -8.59 -10.35 0.14
200210 4.55 7.83 0.14
200211 7.05 5.96 0.12
200212 -4.02 -5.76 0.11
200301 -2.33 -2.57 0.10
200302 -1.30 -1.89 0.09
200303 1.47 1.09 0.10
200304 6.86 8.22 0.10
200305 9.12 6.05 0.09
200306 1.33 1.42 0.10
200307 2.88 2.34 0.07
200308 4.22 2.34 0.07
200309 -0.87 -1.23 0.08
200310 7.26 6.08 0.07
200311 2.84 1.35 0.07
200312 3.36 4.30 0.08
200401 2.92 2.15 0.07
200402 2.09 1.40 0.06
200403 -0.03 -1.33 0.09
200404 -3.56 -1.83 0.08
200405 1.99 1.18 0.06
200406 2.95 1.86 0.08
200407 -4.18 -4.07 0.10
200408 0.19 0.08 0.11
200409 3.24 1.61 0.11
200410 2.70 1.43 0.11
200411 5.96 4.54 0.15
200412 4.30 3.43 0.16
200501 -2.49 -2.75 0.16
200502 3.03 1.89 0.16
200503 -0.76 -1.96 0.21
200504 -3.17 -2.61 0.21
200505 4.88 3.65 0.24
200506 3.29 0.56 0.23
200507 4.85 3.92 0.24
200508 -0.67 -1.22 0.30
200509 1.17 0.48 0.29
200510 -2.93 -2.00 0.27
200511 4.17 3.62 0.31
200512 0.96 -0.25 0.32
200601 5.00 3.04 0.35
200602 0.35 -0.30 0.34
200603 2.49 1.46 0.37
200604 0.48 0.72 0.36
200605 -3.74 -3.57 0.43
200606 0.57 -0.35 0.40
200607 -2.40 -0.78 0.40
200608 2.57 2.03 0.42
200609 1.84 1.84 0.41
200610 3.89 3.23 0.41
200611 3.47 1.71 0.42
200612 -0.01 0.87 0.40
200701 3.32 1.41 0.44
200702 0.43 -1.95 0.38
200703 0.94 0.68 0.43
200704 3.63 3.49 0.44
200705 3.59 3.24 0.41
200706 -2.37 -1.96 0.40
200707 -3.61 -3.74 0.40
200708 0.25 0.92 0.42
200709 3.10 3.23 0.32
200710 1.73 1.80 0.32
200711 -4.79 -4.82 0.34
200712 -0.78 -0.86 0.27
200801 -6.40 -6.35 0.21
200802 -2.00 -3.09 0.13
200803 -1.28 -0.94 0.17
200804 6.36 4.60 0.18
200805 4.62 1.86 0.18
200806 -7.95 -8.44 0.17
200807 -2.52 -0.77 0.15
200808 1.84 1.53 0.13
200809 -13.03 -9.24 0.15
200810 -21.34 -17.23 0.08
200811 -10.57 -7.86 0.03
200812 4.08 1.66 0.09
200901 -7.07 -8.12 0.00
200902 -9.94 -10.09 0.01
200903 8.60 8.95 0.02
200904 15.56 10.19 0.01
200905 4.54 5.21 0.00
200906 0.40 0.43 0.01
200907 8.71 7.72 0.01
200908 4.75 3.32 0.01
200909 5.69 4.08 0.01
200910 -4.36 -2.59 0.00
200911 4.87 5.56 0.00
200912 5.69 2.75 0.01
201001 -3.44 -3.36 0.00
201002 5.06 3.40 0.00
201003 6.92 6.32 0.01
201004 3.78 2.00 0.00
201005 -7.29 -7.89 0.01
201006 -6.34 -5.56 0.01
201007 7.36 6.92 0.01
201008 -4.46 -4.77 0.01
201009 10.52 9.54 0.01
201010 3.81 3.88 0.01
201011 1.83 0.60 0.01
201012 7.01 6.82 0.01
201101 2.01 2.01 0.01
201102 3.73 3.49 0.01
201103 1.57 0.48 0.01
201104 2.98 2.90 0.00
201105 -0.45 -1.27 0.00
201106 -2.14 -1.75 0.00
201107 -3.51 -2.34 0.00
201108 -6.96 -6.00 0.01
201109 -9.46 -7.60 0.00
201110 12.83 11.34 0.00
201111 -0.48 -0.26 0.00
201112 -0.16 0.74 0.00
201201 6.00 5.06 0.00
201202 4.11 4.43 0.00
201203 2.27 3.11 0.00
201204 -0.38 -0.84 0.00
201205 -6.59 -6.20 0.01
201206 2.71 3.88 0.00
201207 0.25 0.79 0.00
201208 3.17 2.56 0.01
201209 2.02 2.74 0.01
201210 -1.13 -1.75 0.01
201211 1.79 0.77 0.01
201212 2.22 1.18 0.01
201301 6.86 5.58 0.00
201302 1.31 1.28 0.00
201303 4.29 4.03 0.00
201304 1.32 1.56 0.00
201305 2.16 2.81 0.00
201306 -1.41 -1.21 0.00
201307 5.90 5.65 0.00
201308 -2.69 -2.69 0.00
201309 4.62 3.76 0.00
201310 3.52 4.17 0.00
201311 1.65 3.12 0.00
201312 2.93 2.81 0.00
201401 -1.92 -3.26 0.00
201402 5.80 4.65 0.00
201403 -0.23 0.41 0.00
201404 -0.56 -0.14 0.00
201405 2.15 2.06 0.00
201406 3.42 2.59 0.00
201407 -3.10 -2.05 0.00
201408 4.75 4.23 0.00

Other Funds


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