Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
0.99 1.47% 0.838
Standard error 0.0337 0.0016
t-statistics 29.44 0.79

Fund Profile

Symbol IYC
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 0.11 7.14 0.50
200009 -2.53 -5.44 0.51
200010 -0.38 -2.77 0.56
200011 -6.97 -10.73 0.51
200012 3.79 1.19 0.50
200101 11.42 3.12 0.54
200102 -6.49 -10.08 0.39
200103 -4.91 -7.27 0.44
200104 8.45 7.95 0.39
200105 3.34 0.73 0.32
200106 -1.20 -1.93 0.28
200107 -1.39 -2.13 0.30
200108 -9.26 -6.46 0.31
200109 -13.77 -9.26 0.28
200110 2.16 2.47 0.22
200111 12.34 7.54 0.17
200112 2.96 1.60 0.15
200201 -0.93 -1.44 0.14
200202 0.78 -2.29 0.13
200203 2.74 4.24 0.13
200204 -3.75 -5.20 0.15
200205 -0.12 -1.38 0.14
200206 -9.27 -7.21 0.13
200207 -11.81 -8.18 0.15
200208 2.59 0.50 0.14
200209 -8.82 -10.35 0.14
200210 6.55 7.83 0.14
200211 4.84 5.96 0.12
200212 -8.61 -5.76 0.11
200301 -3.42 -2.57 0.10
200302 -0.90 -1.89 0.09
200303 2.86 1.09 0.10
200304 10.48 8.22 0.10
200305 4.16 6.05 0.09
200306 2.81 1.42 0.10
200307 2.28 2.34 0.07
200308 4.62 2.34 0.07
200309 -4.31 -1.23 0.08
200310 8.87 6.08 0.07
200311 0.87 1.35 0.07
200312 1.29 4.30 0.08
200401 -0.44 2.15 0.07
200402 3.35 1.40 0.06
200403 -0.08 -1.33 0.09
200404 -2.14 -1.83 0.08
200405 -0.45 1.18 0.06
200406 0.36 1.86 0.08
200407 -4.52 -4.07 0.10
200408 -0.10 0.08 0.11
200409 2.28 1.61 0.11
200410 3.32 1.43 0.11
200411 3.95 4.54 0.15
200412 5.14 3.43 0.16
200501 -3.49 -2.75 0.16
200502 -0.11 1.89 0.16
200503 0.02 -1.96 0.21
200504 -5.42 -2.61 0.21
200505 5.64 3.65 0.24
200506 0.43 0.56 0.23
200507 4.54 3.92 0.24
200508 -3.75 -1.22 0.30
200509 -1.95 0.48 0.29
200510 -1.41 -2.00 0.27
200511 4.44 3.62 0.31
200512 -0.60 -0.25 0.32
200601 1.25 3.04 0.35
200602 1.07 -0.30 0.34
200603 1.45 1.46 0.37
200604 -0.39 0.72 0.36
200605 -1.47 -3.57 0.43
200606 0.02 -0.35 0.40
200607 -4.14 -0.78 0.40
200608 2.44 2.03 0.42
200609 5.11 1.84 0.41
200610 5.13 3.23 0.41
200611 0.58 1.71 0.42
200612 2.31 0.87 0.40
200701 3.53 1.41 0.44
200702 -2.38 -1.95 0.38
200703 0.27 0.68 0.43
200704 1.75 3.49 0.44
200705 3.00 3.24 0.41
200706 -1.78 -1.96 0.40
200707 -5.10 -3.74 0.40
200708 1.16 0.92 0.42
200709 0.72 3.23 0.32
200710 -0.02 1.80 0.32
200711 -4.41 -4.82 0.34
200712 -4.26 -0.86 0.27
200801 -2.04 -6.35 0.21
200802 -3.71 -3.09 0.13
200803 -0.93 -0.94 0.17
200804 4.48 4.60 0.18
200805 1.36 1.86 0.18
200806 -10.18 -8.44 0.17
200807 0.43 -0.77 0.15
200808 5.89 1.53 0.13
200809 -8.61 -9.24 0.15
200810 -16.88 -17.23 0.08
200811 -8.97 -7.86 0.03
200812 6.20 1.66 0.09
200901 -8.98 -8.12 0.00
200902 -6.27 -10.09 0.01
200903 9.32 8.95 0.02
200904 13.16 10.19 0.01
200905 0.02 5.21 0.00
200906 -0.21 0.43 0.01
200907 7.38 7.72 0.01
200908 4.80 3.32 0.01
200909 4.88 4.08 0.01
200910 -2.25 -2.59 0.00
200911 5.38 5.56 0.00
200912 3.57 2.75 0.01
201001 -2.35 -3.36 0.00
201002 4.80 3.40 0.00
201003 7.60 6.32 0.01
201004 3.67 2.00 0.00
201005 -5.73 -7.89 0.01
201006 -9.81 -5.56 0.01
201007 6.90 6.92 0.01
201008 -4.11 -4.77 0.01
201009 11.53 9.54 0.01
201010 5.06 3.88 0.01
201011 2.08 0.60 0.01
201012 3.59 6.82 0.01
201101 -0.06 2.01 0.01
201102 4.71 3.49 0.01
201103 -0.04 0.48 0.01
201104 4.12 2.90 0.00
201105 0.18 -1.27 0.00
201106 -0.72 -1.75 0.00
201107 -1.70 -2.34 0.00
201108 -4.68 -6.00 0.01
201109 -6.12 -7.60 0.00
201110 10.30 11.34 0.00
201111 -0.04 -0.26 0.00
201112 1.61 0.74 0.00
201201 4.83 5.06 0.00
201202 4.04 4.43 0.00
201203 4.26 3.11 0.00
201204 1.24 -0.84 0.00
201205 -3.93 -6.20 0.01
201206 3.36 3.88 0.00
201207 0.43 0.79 0.00
201208 3.31 2.56 0.01
201209 2.95 2.74 0.01
201210 -1.33 -1.75 0.01
201211 2.52 0.77 0.01
201212 -0.06 1.18 0.01
201301 6.26 5.58 0.00
201302 0.82 1.28 0.00
201303 5.19 4.03 0.00
201304 2.37 1.56 0.00
201305 2.38 2.81 0.00
201306 0.43 -1.21 0.00
201307 5.64 5.65 0.00
201308 -3.78 -2.69 0.00
201309 5.72 3.76 0.00
201310 5.00 4.17 0.00
201311 3.47 3.12 0.00
201312 1.87 2.81 0.00
201401 -4.55 -3.26 0.00
201402 6.45 4.65 0.00
201403 -2.27 0.41 0.00
201404 -1.28 -0.14 0.00
201405 2.74 2.06 0.00
201406 1.45 2.59 0.00
201407 -0.95 -2.05 0.00
201408 3.98 4.23 0.00

Other Funds


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