Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.00 -0.09% 0.995
Standard error 0.0053 0.0002
t-statistics 188.27 -0.29

Fund Profile

Symbol IWV
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -0.74 -2.45 0.48
200008 7.40 7.14 0.50
200009 -3.99 -5.44 0.51
200010 -2.25 -2.77 0.56
200011 -9.14 -10.73 0.51
200012 1.51 1.19 0.50
200101 4.33 3.12 0.54
200102 -9.97 -10.08 0.39
200103 -6.71 -7.27 0.44
200104 8.65 7.95 0.39
200105 0.94 0.73 0.32
200106 -1.71 -1.93 0.28
200107 -1.76 -2.13 0.30
200108 -6.13 -6.46 0.31
200109 -8.84 -9.26 0.28
200110 2.26 2.47 0.22
200111 7.35 7.54 0.17
200112 1.54 1.60 0.15
200201 -1.58 -1.44 0.14
200202 -1.74 -2.29 0.13
200203 3.98 4.24 0.13
200204 -5.00 -5.20 0.15
200205 -1.18 -1.38 0.14
200206 -7.52 -7.21 0.13
200207 -8.04 -8.18 0.15
200208 0.93 0.50 0.14
200209 -10.88 -10.35 0.14
200210 8.25 7.83 0.14
200211 6.00 5.96 0.12
200212 -5.43 -5.76 0.11
200301 -2.49 -2.57 0.10
200302 -1.55 -1.89 0.09
200303 1.00 1.09 0.10
200304 8.02 8.22 0.10
200305 6.17 6.05 0.09
200306 1.04 1.42 0.10
200307 2.42 2.34 0.07
200308 2.03 2.34 0.07
200309 -0.88 -1.23 0.08
200310 5.82 6.08 0.07
200311 1.63 1.35 0.07
200312 4.76 4.30 0.08
200401 1.94 2.15 0.07
200402 1.56 1.40 0.06
200403 -1.22 -1.33 0.09
200404 -2.14 -1.83 0.08
200405 1.50 1.18 0.06
200406 1.93 1.86 0.08
200407 -3.65 -4.07 0.10
200408 0.21 0.08 0.11
200409 1.46 1.61 0.11
200410 1.65 1.43 0.11
200411 4.77 4.54 0.15
200412 3.41 3.43 0.16
200501 -2.71 -2.75 0.16
200502 2.35 1.89 0.16
200503 -1.66 -1.96 0.21
200504 -2.26 -2.61 0.21
200505 3.93 3.65 0.24
200506 0.47 0.56 0.23
200507 4.14 3.92 0.24
200508 -0.81 -1.22 0.30
200509 0.93 0.48 0.29
200510 -2.23 -2.00 0.27
200511 4.17 3.62 0.31
200512 -0.03 -0.25 0.32
200601 3.06 3.04 0.35
200602 0.39 -0.30 0.34
200603 1.89 1.46 0.37
200604 1.08 0.72 0.36
200605 -3.27 -3.57 0.43
200606 -0.02 -0.35 0.40
200607 0.03 -0.78 0.40
200608 2.42 2.03 0.42
200609 2.24 1.84 0.41
200610 3.51 3.23 0.41
200611 2.13 1.71 0.42
200612 1.35 0.87 0.40
200701 1.82 1.41 0.44
200702 -1.66 -1.95 0.38
200703 1.01 0.68 0.43
200704 3.96 3.49 0.44
200705 3.69 3.24 0.41
200706 -1.94 -1.96 0.40
200707 -3.27 -3.74 0.40
200708 1.15 0.92 0.42
200709 3.79 3.23 0.32
200710 1.81 1.80 0.32
200711 -4.45 -4.82 0.34
200712 -0.99 -0.86 0.27
200801 -5.97 -6.35 0.21
200802 -2.75 -3.09 0.13
200803 -0.82 -0.94 0.17
200804 4.93 4.60 0.18
200805 1.96 1.86 0.18
200806 -8.13 -8.44 0.17
200807 -0.81 -0.77 0.15
200808 1.68 1.53 0.13
200809 -8.12 -9.24 0.15
200810 -18.76 -17.23 0.08
200811 -8.12 -7.86 0.03
200812 1.96 1.66 0.09
200901 -8.37 -8.12 0.00
200902 -10.49 -10.09 0.01
200903 8.29 8.95 0.02
200904 11.08 10.19 0.01
200905 5.57 5.21 0.00
200906 0.12 0.43 0.01
200907 7.60 7.72 0.01
200908 3.63 3.32 0.01
200909 4.16 4.08 0.01
200910 -2.60 -2.59 0.00
200911 5.78 5.56 0.00
200912 2.75 2.75 0.01
201001 -3.72 -3.36 0.00
201002 3.37 3.40 0.00
201003 6.30 6.32 0.01
201004 2.20 2.00 0.00
201005 -7.73 -7.89 0.01
201006 -5.86 -5.56 0.01
201007 6.83 6.92 0.01
201008 -4.62 -4.77 0.01
201009 9.38 9.54 0.01
201010 4.00 3.88 0.01
201011 0.38 0.60 0.01
201012 6.95 6.82 0.01
201101 2.12 2.01 0.01
201102 3.68 3.49 0.01
201103 0.26 0.48 0.01
201104 3.11 2.90 0.00
201105 -1.16 -1.27 0.00
201106 -1.84 -1.75 0.00
201107 -2.52 -2.34 0.00
201108 -5.87 -6.00 0.01
201109 -7.50 -7.60 0.00
201110 11.17 11.34 0.00
201111 -0.35 -0.26 0.00
201112 0.94 0.74 0.00
201201 5.07 5.06 0.00
201202 4.16 4.43 0.00
201203 2.99 3.11 0.00
201204 -0.55 -0.84 0.00
201205 -6.08 -6.20 0.01
201206 3.81 3.88 0.00
201207 0.89 0.79 0.00
201208 2.44 2.56 0.01
201209 2.57 2.74 0.01
201210 -1.67 -1.75 0.01
201211 0.72 0.77 0.01
201212 1.46 1.18 0.01
201301 5.36 5.58 0.00
201302 1.09 1.28 0.00
201303 4.09 4.03 0.00
201304 1.52 1.56 0.00
201305 2.44 2.81 0.00
201306 -0.83 -1.21 0.00
201307 5.02 5.65 0.00
201308 -2.97 -2.69 0.00
201309 3.85 3.76 0.00
201310 4.23 4.17 0.00
201311 2.59 3.12 0.00
201312 2.80 2.81 0.00
201401 -3.20 -3.26 0.00
201402 4.72 4.65 0.00
201403 0.53 0.41 0.00
201404 0.19 -0.14 0.00
201405 2.12 2.06 0.00
201406 2.46 2.59 0.00
201407 -2.00 -2.05 0.00
201408 4.26 4.23 0.00

Other Funds


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.