Regression from Oct 2000 - Jun 2014

Rm-Rf Alpha R2
0.94 1.92% 0.907
Standard error 0.0235 0.0011
t-statistics 39.86 1.48

Fund Profile

Symbol IWW
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Oct 2000 - Jun 2014

Month RaR Rm-Rf Rf
200010 2.02 -2.77 0.56
200011 -4.35 -10.73 0.51
200012 6.98 1.19 0.50
200101 -0.35 3.12 0.54
200102 -2.57 -10.08 0.39
200103 -3.92 -7.27 0.44
200104 5.10 7.95 0.39
200105 2.42 0.73 0.32
200106 -1.73 -1.93 0.28
200107 0.16 -2.13 0.30
200108 -3.94 -6.46 0.31
200109 -7.99 -9.26 0.28
200110 -0.56 2.47 0.22
200111 6.49 7.54 0.17
200112 2.90 1.60 0.15
200201 -1.40 -1.44 0.14
200202 0.50 -2.29 0.13
200203 4.63 4.24 0.13
200204 -2.88 -5.20 0.15
200205 0.68 -1.38 0.14
200206 -5.55 -7.21 0.13
200207 -10.30 -8.18 0.15
200208 0.71 0.50 0.14
200209 -10.49 -10.35 0.14
200210 6.53 7.83 0.14
200211 7.13 5.96 0.12
200212 -5.03 -5.76 0.11
200301 -2.90 -2.57 0.10
200302 -2.22 -1.89 0.09
200303 1.06 1.09 0.10
200304 8.34 8.22 0.10
200305 6.13 6.05 0.09
200306 1.69 1.42 0.10
200307 1.61 2.34 0.07
200308 1.73 2.34 0.07
200309 -0.89 -1.23 0.08
200310 6.16 6.08 0.07
200311 1.60 1.35 0.07
200312 6.26 4.30 0.08
200401 1.98 2.15 0.07
200402 2.06 1.40 0.06
200403 -0.77 -1.33 0.09
200404 -2.39 -1.83 0.08
200405 0.83 1.18 0.06
200406 2.46 1.86 0.08
200407 -1.84 -4.07 0.10
200408 0.95 0.08 0.11
200409 2.07 1.61 0.11
200410 1.60 1.43 0.11
200411 5.60 4.54 0.15
200412 3.28 3.43 0.16
200501 -2.10 -2.75 0.16
200502 3.24 1.89 0.16
200503 -1.44 -1.96 0.21
200504 -2.25 -2.61 0.21
200505 2.94 3.65 0.24
200506 1.35 0.56 0.23
200507 3.10 3.92 0.24
200508 -0.34 -1.22 0.30
200509 0.89 0.48 0.29
200510 -2.61 -2.00 0.27
200511 3.46 3.62 0.31
200512 0.46 -0.25 0.32
200601 4.00 3.04 0.35
200602 0.52 -0.30 0.34
200603 1.89 1.46 0.37
200604 2.22 0.72 0.36
200605 -2.75 -3.57 0.43
200606 0.82 -0.35 0.40
200607 2.10 -0.78 0.40
200608 1.69 2.03 0.42
200609 1.94 1.84 0.41
200610 3.26 3.23 0.41
200611 2.39 1.71 0.42
200612 2.07 0.87 0.40
200701 1.32 1.41 0.44
200702 -1.55 -1.95 0.38
200703 1.51 0.68 0.43
200704 3.49 3.49 0.44
200705 3.48 3.24 0.41
200706 -2.52 -1.96 0.40
200707 -4.80 -3.74 0.40
200708 1.15 0.92 0.42
200709 3.19 3.23 0.32
200710 0.13 1.80 0.32
200711 -5.01 -4.82 0.34
200712 -1.30 -0.86 0.27
200801 -4.17 -6.35 0.21
200802 -3.81 -3.09 0.13
200803 -0.67 -0.94 0.17
200804 4.67 4.60 0.18
200805 0.08 1.86 0.18
200806 -9.55 -8.44 0.17
200807 0.12 -0.77 0.15
200808 1.98 1.53 0.13
200809 -7.19 -9.24 0.15
200810 -17.52 -17.23 0.08
200811 -7.65 -7.86 0.03
200812 2.16 1.66 0.09
200901 -11.54 -8.12 0.00
200902 -13.36 -10.09 0.01
200903 7.87 8.95 0.02
200904 11.58 10.19 0.01
200905 5.78 5.21 0.00
200906 -0.79 0.43 0.01
200907 8.36 7.72 0.01
200908 5.30 3.32 0.01
200909 3.93 4.08 0.01
200910 -3.49 -2.59 0.00
200911 5.46 5.56 0.00
200912 2.33 2.75 0.01
201001 -2.83 -3.36 0.00
201002 3.09 3.40 0.00
201003 6.70 6.32 0.01
201004 3.03 2.00 0.00
201005 -8.30 -7.89 0.01
201006 -5.96 -5.56 0.01
201007 6.77 6.92 0.01
201008 -4.53 -4.77 0.01
201009 7.97 9.54 0.01
201010 3.08 3.88 0.01
201011 -0.39 0.60 0.01
201012 7.91 6.82 0.01
201101 2.10 2.01 0.01
201102 3.58 3.49 0.01
201103 0.64 0.48 0.01
201104 2.43 2.90 0.00
201105 -1.03 -1.27 0.00
201106 -2.08 -1.75 0.00
201107 -3.47 -2.34 0.00
201108 -6.38 -6.00 0.01
201109 -7.68 -7.60 0.00
201110 11.49 11.34 0.00
201111 -0.42 -0.26 0.00
201112 1.90 0.74 0.00
201201 3.92 5.06 0.00
201202 3.80 4.43 0.00
201203 2.87 3.11 0.00
201204 -1.01 -0.84 0.00
201205 -5.78 -6.20 0.01
201206 4.50 3.88 0.00
201207 1.37 0.79 0.00
201208 2.06 2.56 0.01
201209 3.13 2.74 0.01
201210 -0.49 -1.75 0.01
201211 -0.10 0.77 0.01
201212 2.32 1.18 0.01
201301 6.45 5.58 0.00
201302 1.13 1.28 0.00
201303 3.99 4.03 0.00
201304 1.43 1.56 0.00
201305 2.61 2.81 0.00
201306 -1.03 -1.21 0.00
201307 5.66 5.65 0.00
201308 -3.90 -2.69 0.00
201309 2.67 3.76 0.00
201310 4.50 4.17 0.00
201311 2.81 3.12 0.00
201312 2.34 2.81 0.00
201401 -3.59 -3.26 0.00
201402 4.32 4.65 0.00
201403 2.25 0.41 0.00
201404 0.72 -0.14 0.00
201405 1.32 2.06 0.00
201406 1.66 2.59 0.00

Other Funds


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