Regression from Sep 2000 - Jun 2014

Rm-Rf Alpha R2
1.09 -2.99% 0.930
Standard error 0.0235 0.0011
t-statistics 46.58 -2.30

Fund Profile

Symbol IWZ
Issuer iShares
Type ETF
Region USA
Style Large Growth

Rolling Charts:


Fund Returns from Sep 2000 - Jun 2014

Month RaR Rm-Rf Rf
200009 -7.52 -5.44 0.51
200010 -5.61 -2.77 0.56
200011 -14.75 -10.73 0.51
200012 -1.77 1.19 0.50
200101 6.63 3.12 0.54
200102 -17.29 -10.08 0.39
200103 -12.17 -7.27 0.44
200104 14.54 7.95 0.39
200105 -1.40 0.73 0.32
200106 -0.87 -1.93 0.28
200107 -4.34 -2.13 0.30
200108 -7.86 -6.46 0.31
200109 -10.63 -9.26 0.28
200110 7.14 2.47 0.22
200111 8.42 7.54 0.17
200112 -0.11 1.60 0.15
200201 -2.36 -1.44 0.14
200202 -3.57 -2.29 0.13
200203 3.64 4.24 0.13
200204 -7.94 -5.20 0.15
200205 -1.56 -1.38 0.14
200206 -9.72 -7.21 0.13
200207 -7.25 -8.18 0.15
200208 1.44 0.50 0.14
200209 -10.84 -10.35 0.14
200210 8.72 7.83 0.14
200211 6.29 5.96 0.12
200212 -7.00 -5.76 0.11
200301 -3.08 -2.57 0.10
200302 0.12 -1.89 0.09
200303 1.53 1.09 0.10
200304 7.64 8.22 0.10
200305 5.22 6.05 0.09
200306 1.99 1.42 0.10
200307 2.47 2.34 0.07
200308 2.54 2.34 0.07
200309 -1.01 -1.23 0.08
200310 5.70 6.08 0.07
200311 1.09 1.35 0.07
200312 3.21 4.30 0.08
200401 2.06 2.15 0.07
200402 0.76 1.40 0.06
200403 -1.48 -1.33 0.09
200404 -1.36 -1.83 0.08
200405 1.70 1.18 0.06
200406 1.53 1.86 0.08
200407 -6.46 -4.07 0.10
200408 -1.21 0.08 0.11
200409 1.91 1.61 0.11
200410 1.85 1.43 0.11
200411 3.93 4.54 0.15
200412 3.46 3.43 0.16
200501 -3.17 -2.75 0.16
200502 1.10 1.89 0.16
200503 -2.29 -1.96 0.21
200504 -2.17 -2.61 0.21
200505 5.01 3.65 0.24
200506 -0.03 0.56 0.23
200507 5.15 3.92 0.24
200508 -0.82 -1.22 0.30
200509 -0.38 0.48 0.29
200510 -1.76 -2.00 0.27
200511 5.32 3.62 0.31
200512 -0.51 -0.25 0.32
200601 2.19 3.04 0.35
200602 0.29 -0.30 0.34
200603 1.70 1.46 0.37
200604 -0.26 0.72 0.36
200605 -4.06 -3.57 0.43
200606 -0.05 -0.35 0.40
200607 -2.28 -0.78 0.40
200608 3.13 2.03 0.42
200609 2.45 1.84 0.41
200610 3.77 3.23 0.41
200611 2.13 1.71 0.42
200612 0.25 0.87 0.40
200701 2.42 1.41 0.44
200702 -1.74 -1.95 0.38
200703 0.56 0.68 0.43
200704 4.57 3.49 0.44
200705 3.67 3.24 0.41
200706 -1.56 -1.96 0.40
200707 -1.81 -3.74 0.40
200708 1.54 0.92 0.42
200709 4.09 3.23 0.32
200710 3.47 1.80 0.32
200711 -3.96 -4.82 0.34
200712 -0.13 -0.86 0.27
200801 -8.18 -6.35 0.21
200802 -1.89 -3.09 0.13
200803 -0.63 -0.94 0.17
200804 5.06 4.60 0.18
200805 3.76 1.86 0.18
200806 -7.03 -8.44 0.17
200807 -1.50 -0.77 0.15
200808 1.21 1.53 0.13
200809 -11.64 -9.24 0.15
200810 -17.55 -17.23 0.08
200811 -9.11 -7.86 0.03
200812 2.50 1.66 0.09
200901 -5.05 -8.12 0.00
200902 -7.62 -10.09 0.01
200903 8.62 8.95 0.02
200904 10.30 10.19 0.01
200905 4.91 5.21 0.00
200906 1.20 0.43 0.01
200907 7.16 7.72 0.01
200908 1.98 3.32 0.01
200909 4.14 4.08 0.01
200910 -1.72 -2.59 0.00
200911 5.97 5.56 0.00
200912 3.44 2.75 0.01
201001 -4.08 -3.36 0.00
201002 3.25 3.40 0.00
201003 5.90 6.32 0.01
201004 1.30 2.00 0.00
201005 -7.47 -7.89 0.01
201006 -5.73 -5.56 0.01
201007 7.09 6.92 0.01
201008 -4.91 -4.77 0.01
201009 10.90 9.54 0.01
201010 4.73 3.88 0.01
201011 1.36 0.60 0.01
201012 5.70 6.82 0.01
201101 2.16 2.01 0.01
201102 3.45 3.49 0.01
201103 0.55 0.48 0.01
201104 3.19 2.90 0.00
201105 -1.16 -1.27 0.00
201106 -1.44 -1.75 0.00
201107 -1.31 -2.34 0.00
201108 -5.63 -6.00 0.01
201109 -7.58 -7.60 0.00
201110 11.20 11.34 0.00
201111 -0.02 -0.26 0.00
201112 -0.33 0.74 0.00
201201 6.06 5.06 0.00
201202 4.50 4.43 0.00
201203 3.32 3.11 0.00
201204 -0.29 -0.84 0.00
201205 -6.44 -6.20 0.01
201206 2.83 3.88 0.00
201207 1.02 0.79 0.00
201208 2.82 2.56 0.01
201209 1.96 2.74 0.01
201210 -2.93 -1.75 0.01
201211 1.65 0.77 0.01
201212 0.15 1.18 0.01
201301 4.49 5.58 0.00
201302 1.02 1.28 0.00
201303 3.86 4.03 0.00
201304 1.94 1.56 0.00
201305 2.04 2.81 0.00
201306 -1.92 -1.21 0.00
201307 5.97 5.65 0.00
201308 -1.94 -2.69 0.00
201309 4.49 3.76 0.00
201310 4.37 4.17 0.00
201311 2.88 3.12 0.00
201312 2.73 2.81 0.00
201401 -2.94 -3.26 0.00
201402 5.26 4.65 0.00
201403 -1.21 0.41 0.00
201404 -0.44 -0.14 0.00
201405 2.98 2.06 0.00
201406 1.19 2.59 0.00

Other Funds


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