Regression from Nov 2009 - Aug 2014

Rm-Rf Alpha R2
0.93 -1.18% 0.924
Standard error 0.0356 0.0015
t-statistics 26.11 -0.66

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 Rf
200911 2.52 5.56 0.00
200912 1.80 2.75 0.01
201001 -2.93 -3.36 0.00
201002 0.76 3.40 0.00
201003 7.01 6.32 0.01
201004 1.94 2.00 0.00
201005 -8.53 -7.89 0.01
201006 -5.44 -5.56 0.01
201007 6.64 6.92 0.01
201008 -4.34 -4.77 0.01
201009 7.29 9.54 0.01
201010 2.35 3.88 0.01
201011 -0.83 0.60 0.01
201012 7.91 6.82 0.01
201101 2.30 2.01 0.01
201102 3.58 3.49 0.01
201103 0.29 0.48 0.01
201104 2.35 2.90 0.00
201105 -1.72 -1.27 0.00
201106 -1.42 -1.75 0.00
201107 -3.33 -2.34 0.00
201108 -6.05 -6.00 0.01
201109 -6.56 -7.60 0.00
201110 10.82 11.34 0.00
201111 -0.98 -0.26 0.00
201112 3.10 0.74 0.00
201201 3.08 5.06 0.00
201202 3.81 4.43 0.00
201203 3.35 3.11 0.00
201204 -1.25 -0.84 0.00
201205 -5.58 -6.20 0.01
201206 4.90 3.88 0.00
201207 1.89 0.79 0.00
201208 1.68 2.56 0.01
201209 3.51 2.74 0.01
201210 -0.70 -1.75 0.01
201211 -0.74 0.77 0.01
201212 1.79 1.18 0.01
201301 6.23 5.58 0.00
201302 0.97 1.28 0.00
201303 3.74 4.03 0.00
201304 1.76 1.56 0.00
201305 2.95 2.81 0.00
201306 -0.99 -1.21 0.00
201307 5.65 5.65 0.00
201308 -4.02 -2.69 0.00
201309 1.92 3.76 0.00
201310 4.61 4.17 0.00
201311 3.08 3.12 0.00
201312 2.47 2.81 0.00
201401 -4.05 -3.26 0.00
201402 3.17 4.65 0.00
201403 3.15 0.41 0.00
201404 1.08 -0.14 0.00
201405 1.24 2.06 0.00
201406 2.41 2.59 0.00
201407 -1.24 -2.05 0.00
201408 3.21 4.23 0.00

Other Funds


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