Regression from Oct 2001 - Aug 2014

Rm-Rf Alpha R2
1.08 2.79% 0.909
Standard error 0.0277 0.0012
t-statistics 38.99 1.90

Fund Profile

Symbol IWS
Issuer iShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Oct 2001 - Aug 2014

Month RaR Rm-Rf Rf
200110 0.84 2.47 0.22
200111 7.25 7.54 0.17
200112 4.11 1.60 0.15
200201 0.70 -1.44 0.14
200202 1.83 -2.29 0.13
200203 4.72 4.24 0.13
200204 0.00 -5.20 0.15
200205 -0.09 -1.38 0.14
200206 -4.98 -7.21 0.13
200207 -9.60 -8.18 0.15
200208 1.90 0.50 0.14
200209 -9.89 -10.35 0.14
200210 2.24 7.83 0.14
200211 6.64 5.96 0.12
200212 -2.98 -5.76 0.11
200301 -2.29 -2.57 0.10
200302 -1.83 -1.89 0.09
200303 0.70 1.09 0.10
200304 7.68 8.22 0.10
200305 8.42 6.05 0.09
200306 1.14 1.42 0.10
200307 3.37 2.34 0.07
200308 2.89 2.34 0.07
200309 -0.92 -1.23 0.08
200310 7.29 6.08 0.07
200311 3.07 1.35 0.07
200312 4.74 4.30 0.08
200401 2.56 2.15 0.07
200402 2.38 1.40 0.06
200403 0.11 -1.33 0.09
200404 -4.54 -1.83 0.08
200405 2.87 1.18 0.06
200406 3.65 1.86 0.08
200407 -2.92 -4.07 0.10
200408 1.43 0.08 0.11
200409 2.89 1.61 0.11
200410 2.37 1.43 0.11
200411 6.75 4.54 0.15
200412 3.82 3.43 0.16
200501 -2.38 -2.75 0.16
200502 3.50 1.89 0.16
200503 -0.45 -1.96 0.21
200504 -2.46 -2.61 0.21
200505 4.22 3.65 0.24
200506 3.28 0.56 0.23
200507 4.75 3.92 0.24
200508 -0.59 -1.22 0.30
200509 1.16 0.48 0.29
200510 -3.13 -2.00 0.27
200511 3.75 3.62 0.31
200512 0.67 -0.25 0.32
200601 4.17 3.04 0.35
200602 1.14 -0.30 0.34
200603 2.20 1.46 0.37
200604 1.02 0.72 0.36
200605 -2.08 -3.57 0.43
200606 0.57 -0.35 0.40
200607 -0.65 -0.78 0.40
200608 2.72 2.03 0.42
200609 1.38 1.84 0.41
200610 3.97 3.23 0.41
200611 3.29 1.71 0.42
200612 0.83 0.87 0.40
200701 3.14 1.41 0.44
200702 0.61 -1.95 0.38
200703 1.30 0.68 0.43
200704 3.01 3.49 0.44
200705 3.32 3.24 0.41
200706 -2.91 -1.96 0.40
200707 -5.75 -3.74 0.40
200708 -0.24 0.92 0.42
200709 2.62 3.23 0.32
200710 0.28 1.80 0.32
200711 -5.28 -4.82 0.34
200712 -1.14 -0.86 0.27
200801 -4.63 -6.35 0.21
200802 -3.21 -3.09 0.13
200803 -0.96 -0.94 0.17
200804 6.03 4.60 0.18
200805 3.57 1.86 0.18
200806 -8.91 -8.44 0.17
200807 -1.23 -0.77 0.15
200808 2.77 1.53 0.13
200809 -8.87 -9.24 0.15
200810 -23.09 -17.23 0.08
200811 -9.57 -7.86 0.03
200812 5.42 1.66 0.09
200901 -11.03 -8.12 0.00
200902 -11.99 -10.09 0.01
200903 8.33 8.95 0.02
200904 17.01 10.19 0.01
200905 3.19 5.21 0.00
200906 0.23 0.43 0.01
200907 9.74 7.72 0.01
200908 6.46 3.32 0.01
200909 5.77 4.08 0.01
200910 -5.02 -2.59 0.00
200911 5.15 5.56 0.00
200912 5.15 2.75 0.01
201001 -2.76 -3.36 0.00
201002 4.82 3.40 0.00
201003 7.48 6.32 0.01
201004 4.41 2.00 0.00
201005 -7.73 -7.89 0.01
201006 -6.21 -5.56 0.01
201007 7.55 6.92 0.01
201008 -4.52 -4.77 0.01
201009 9.14 9.54 0.01
201010 3.85 3.88 0.01
201011 0.52 0.60 0.01
201012 7.48 6.82 0.01
201101 2.24 2.01 0.01
201102 3.52 3.49 0.01
201103 1.53 0.48 0.01
201104 2.28 2.90 0.00
201105 -0.48 -1.27 0.00
201106 -2.61 -1.75 0.00
201107 -3.45 -2.34 0.00
201108 -6.98 -6.00 0.01
201109 -9.19 -7.60 0.00
201110 12.59 11.34 0.00
201111 -0.58 -0.26 0.00
201112 1.23 0.74 0.00
201201 4.94 5.06 0.00
201202 3.78 4.43 0.00
201203 2.27 3.11 0.00
201204 -0.70 -0.84 0.00
201205 -6.04 -6.20 0.01
201206 3.70 3.88 0.00
201207 0.49 0.79 0.00
201208 2.97 2.56 0.01
201209 2.08 2.74 0.01
201210 0.11 -1.75 0.01
201211 1.08 0.77 0.01
201212 2.69 1.18 0.01
201301 7.47 5.58 0.00
201302 1.69 1.28 0.00
201303 4.19 4.03 0.00
201304 1.31 1.56 0.00
201305 1.72 2.81 0.00
201306 -1.40 -1.21 0.00
201307 5.50 5.65 0.00
201308 -3.49 -2.69 0.00
201309 4.19 3.76 0.00
201310 4.57 4.17 0.00
201311 0.96 3.12 0.00
201312 2.81 2.81 0.00
201401 -1.83 -3.26 0.00
201402 5.43 4.65 0.00
201403 1.50 0.41 0.00
201404 0.41 -0.14 0.00
201405 1.69 2.06 0.00
201406 3.47 2.59 0.00
201407 -3.00 -2.05 0.00
201408 4.18 4.23 0.00

Other Funds


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