Regression from Nov 2009 - Aug 2014

Rm-Rf Alpha R2
0.93 0.71% 0.937
Standard error 0.0321 0.0013
t-statistics 28.86 0.44

Fund Profile

Symbol IWY
Issuer iShares
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Nov 2009 - Aug 2014

Month RaR Rm-Rf Rf
200911 6.54 5.56 0.00
200912 3.03 2.75 0.01
201001 -5.12 -3.36 0.00
201002 2.93 3.40 0.00
201003 5.08 6.32 0.01
201004 0.70 2.00 0.00
201005 -7.99 -7.89 0.01
201006 -5.30 -5.56 0.01
201007 7.32 6.92 0.01
201008 -5.01 -4.77 0.01
201009 10.26 9.54 0.01
201010 4.95 3.88 0.01
201011 0.37 0.60 0.01
201012 5.10 6.82 0.01
201101 2.87 2.01 0.01
201102 3.00 3.49 0.01
201103 -0.60 0.48 0.01
201104 3.16 2.90 0.00
201105 -1.53 -1.27 0.00
201106 -1.13 -1.75 0.00
201107 0.13 -2.34 0.00
201108 -4.65 -6.00 0.01
201109 -5.65 -7.60 0.00
201110 9.41 11.34 0.00
201111 -0.14 -0.26 0.00
201112 0.48 0.74 0.00
201201 5.35 5.06 0.00
201202 4.79 4.43 0.00
201203 3.68 3.11 0.00
201204 -0.21 -0.84 0.00
201205 -5.96 -6.20 0.01
201206 3.03 3.88 0.00
201207 1.93 0.79 0.00
201208 2.31 2.56 0.01
201209 1.85 2.74 0.01
201210 -3.11 -1.75 0.01
201211 1.46 0.77 0.01
201212 -0.76 1.18 0.01
201301 3.61 5.58 0.00
201302 1.11 1.28 0.00
201303 3.64 4.03 0.00
201304 2.40 1.56 0.00
201305 1.52 2.81 0.00
201306 -2.33 -1.21 0.00
201307 5.17 5.65 0.00
201308 -1.63 -2.69 0.00
201309 4.28 3.76 0.00
201310 5.27 4.17 0.00
201311 3.21 3.12 0.00
201312 2.47 2.81 0.00
201401 -3.24 -3.26 0.00
201402 4.48 4.65 0.00
201403 -0.42 0.41 0.00
201404 0.60 -0.14 0.00
201405 3.33 2.06 0.00
201406 1.39 2.59 0.00
201407 -0.86 -2.05 0.00
201408 4.07 4.23 0.00

Other Funds


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