Regression from Nov 2009 - Aug 2014

Rm-Rf SMB HML Alpha R2
0.92 -0.12 0.35 -0.97% 0.954
Standard error 0.0329 0.0586 0.0650 0.0012
t-statistics 28.11 -2.07 5.37 -0.68

Fund Profile

Symbol IWX
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Nov 2009 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200911 2.52 5.56 -2.65 0.17 0.00
200912 1.80 2.75 5.79 0.73 0.01
201001 -2.93 -3.36 0.19 0.61 0.00
201002 0.76 3.40 1.44 2.74 0.00
201003 7.01 6.32 1.58 2.03 0.01
201004 1.94 2.00 4.94 3.15 0.00
201005 -8.53 -7.89 -0.08 -2.33 0.01
201006 -5.44 -5.56 -2.13 -4.26 0.01
201007 6.64 6.92 0.17 0.22 0.01
201008 -4.34 -4.77 -2.94 -1.64 0.01
201009 7.29 9.54 3.84 -3.02 0.01
201010 2.35 3.88 1.04 -2.30 0.01
201011 -0.83 0.60 3.66 -0.54 0.01
201012 7.91 6.82 0.78 3.58 0.01
201101 2.30 2.01 -2.46 0.86 0.01
201102 3.58 3.49 1.63 1.67 0.01
201103 0.29 0.48 2.62 -1.22 0.01
201104 2.35 2.90 -0.32 -2.25 0.00
201105 -1.72 -1.27 -0.65 -2.21 0.00
201106 -1.42 -1.75 -0.08 -0.42 0.00
201107 -3.33 -2.34 -1.40 -1.20 0.00
201108 -6.05 -6.00 -3.30 -1.56 0.01
201109 -6.56 -7.60 -3.68 -1.06 0.00
201110 10.82 11.34 3.58 -0.90 0.00
201111 -0.98 -0.26 -0.26 -0.17 0.00
201112 3.10 0.74 -0.57 1.53 0.00
201201 3.08 5.06 2.52 -2.13 0.00
201202 3.81 4.43 -1.65 0.04 0.00
201203 3.35 3.11 -0.23 -0.07 0.00
201204 -1.25 -0.84 -0.61 -0.20 0.00
201205 -5.58 -6.20 -0.10 0.10 0.01
201206 4.90 3.88 0.82 0.46 0.00
201207 1.89 0.79 -2.59 0.02 0.00
201208 1.68 2.56 0.72 0.59 0.01
201209 3.51 2.74 0.49 1.57 0.01
201210 -0.70 -1.75 -1.07 4.17 0.01
201211 -0.74 0.77 0.67 -1.10 0.01
201212 1.79 1.18 1.66 3.28 0.01
201301 6.23 5.58 0.49 1.35 0.00
201302 0.97 1.28 -0.38 0.31 0.00
201303 3.74 4.03 0.84 -0.06 0.00
201304 1.76 1.56 -2.43 0.36 0.00
201305 2.95 2.81 1.93 1.31 0.00
201306 -0.99 -1.21 1.23 -0.45 0.00
201307 5.65 5.65 1.85 0.79 0.00
201308 -4.02 -2.69 0.28 -2.46 0.00
201309 1.92 3.76 2.85 -1.51 0.00
201310 4.61 4.17 -1.52 1.39 0.00
201311 3.08 3.12 1.32 -0.38 0.00
201312 2.47 2.81 -0.44 -0.17 0.00
201401 -4.05 -3.26 0.85 -1.83 0.00
201402 3.17 4.65 0.27 -0.48 0.00
201403 3.15 0.41 -1.81 4.72 0.00
201404 1.08 -0.14 -4.23 1.57 0.00
201405 1.24 2.06 -1.88 -0.40 0.00
201406 2.41 2.59 2.98 -0.63 0.00
201407 -1.24 -2.05 -4.28 0.03 0.00
201408 3.21 4.23 0.49 -0.75 0.00

Other Funds


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