Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
0.88 7.03% 0.446
Standard error 0.0761 0.0035
t-statistics 11.59 1.67

Fund Profile

Symbol IYE
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 11.75 7.14 0.50
200009 1.59 -5.44 0.51
200010 -4.22 -2.77 0.56
200011 -4.48 -10.73 0.51
200012 12.65 1.19 0.50
200101 -4.49 3.12 0.54
200102 0.62 -10.08 0.39
200103 -1.79 -7.27 0.44
200104 10.57 7.95 0.39
200105 -1.20 0.73 0.32
200106 -9.99 -1.93 0.28
200107 -0.85 -2.13 0.30
200108 -4.31 -6.46 0.31
200109 -8.78 -9.26 0.28
200110 6.66 2.47 0.22
200111 -3.86 7.54 0.17
200112 6.66 1.60 0.15
200201 -5.49 -1.44 0.14
200202 4.30 -2.29 0.13
200203 8.39 4.24 0.13
200204 -4.15 -5.20 0.15
200205 -2.57 -1.38 0.14
200206 -2.41 -7.21 0.13
200207 -12.43 -8.18 0.15
200208 1.76 0.50 0.14
200209 -7.63 -10.35 0.14
200210 1.78 7.83 0.14
200211 3.41 5.96 0.12
200212 -0.53 -5.76 0.11
200301 -2.06 -2.57 0.10
200302 2.10 -1.89 0.09
200303 1.08 1.09 0.10
200304 -0.98 8.22 0.10
200305 10.74 6.05 0.09
200306 -0.24 1.42 0.10
200307 -4.21 2.34 0.07
200308 6.51 2.34 0.07
200309 -1.91 -1.23 0.08
200310 1.05 6.08 0.07
200311 0.72 1.35 0.07
200312 13.76 4.30 0.08
200401 1.54 2.15 0.07
200402 4.89 1.40 0.06
200403 -0.53 -1.33 0.09
200404 2.44 -1.83 0.08
200405 -1.10 1.18 0.06
200406 6.25 1.86 0.08
200407 3.07 -4.07 0.10
200408 -0.89 0.08 0.11
200409 9.48 1.61 0.11
200410 -0.49 1.43 0.11
200411 6.78 4.54 0.15
200412 -2.79 3.43 0.16
200501 3.40 -2.75 0.16
200502 16.68 1.89 0.16
200503 -2.73 -1.96 0.21
200504 -6.29 -2.61 0.21
200505 2.80 3.65 0.24
200506 6.48 0.56 0.23
200507 6.26 3.92 0.24
200508 6.10 -1.22 0.30
200509 5.28 0.48 0.29
200510 -9.03 -2.00 0.27
200511 1.63 3.62 0.31
200512 1.93 -0.25 0.32
200601 13.13 3.04 0.35
200602 -8.36 -0.30 0.34
200603 3.92 1.46 0.37
200604 5.12 0.72 0.36
200605 -2.78 -3.57 0.43
200606 2.69 -0.35 0.40
200607 3.70 -0.78 0.40
200608 -4.30 2.03 0.42
200609 -2.71 1.84 0.41
200610 4.04 3.23 0.41
200611 8.50 1.71 0.42
200612 -2.50 0.87 0.40
200701 -1.02 1.41 0.44
200702 -2.19 -1.95 0.38
200703 6.17 0.68 0.43
200704 5.71 3.49 0.44
200705 7.00 3.24 0.41
200706 1.78 -1.96 0.40
200707 0.30 -3.74 0.40
200708 0.44 0.92 0.42
200709 8.23 3.23 0.32
200710 1.40 1.80 0.32
200711 -3.71 -4.82 0.34
200712 7.73 -0.86 0.27
200801 -11.55 -6.35 0.21
200802 8.72 -3.09 0.13
200803 -2.04 -0.94 0.17
200804 10.88 4.60 0.18
200805 3.75 1.86 0.18
200806 2.57 -8.44 0.17
200807 -14.33 -0.77 0.15
200808 -0.28 1.53 0.13
200809 -12.68 -9.24 0.15
200810 -18.95 -17.23 0.08
200811 -2.45 -7.86 0.03
200812 -4.24 1.66 0.09
200901 -1.93 -8.12 0.00
200902 -11.78 -10.09 0.01
200903 3.83 8.95 0.02
200904 7.63 10.19 0.01
200905 12.43 5.21 0.00
200906 -6.20 0.43 0.01
200907 5.14 7.72 0.01
200908 0.68 3.32 0.01
200909 5.42 4.08 0.01
200910 1.83 -2.59 0.00
200911 2.82 5.56 0.00
200912 0.10 2.75 0.01
201001 -4.39 -3.36 0.00
201002 1.86 3.40 0.00
201003 3.02 6.32 0.01
201004 4.31 2.00 0.00
201005 -11.76 -7.89 0.01
201006 -5.94 -5.56 0.01
201007 7.99 6.92 0.01
201008 -4.34 -4.77 0.01
201009 9.86 9.54 0.01
201010 4.98 3.88 0.01
201011 5.71 0.60 0.01
201012 8.77 6.82 0.01
201101 7.49 2.01 0.01
201102 7.40 3.49 0.01
201103 1.32 0.48 0.01
201104 1.28 2.90 0.00
201105 -4.33 -1.27 0.00
201106 -1.84 -1.75 0.00
201107 1.27 -2.34 0.00
201108 -10.29 -6.00 0.01
201109 -13.02 -7.60 0.00
201110 17.26 11.34 0.00
201111 1.71 -0.26 0.00
201112 -1.09 0.74 0.00
201201 1.86 5.06 0.00
201202 6.37 4.43 0.00
201203 -3.45 3.11 0.00
201204 -1.15 -0.84 0.00
201205 -10.71 -6.20 0.01
201206 5.13 3.88 0.00
201207 4.34 0.79 0.00
201208 2.51 2.56 0.01
201209 3.25 2.74 0.01
201210 -2.44 -1.75 0.01
201211 -1.20 0.77 0.01
201212 0.91 1.18 0.01
201301 8.36 5.58 0.00
201302 0.16 1.28 0.00
201303 2.24 4.03 0.00
201304 -1.04 1.56 0.00
201305 2.63 2.81 0.00
201306 -2.38 -1.21 0.00
201307 5.41 5.65 0.00
201308 -1.62 -2.69 0.00
201309 2.40 3.76 0.00
201310 4.23 4.17 0.00
201311 -0.37 3.12 0.00
201312 3.62 2.81 0.00
201401 -6.23 -3.26 0.00
201402 5.43 4.65 0.00
201403 2.48 0.41 0.00
201404 4.95 -0.14 0.00
201405 1.28 2.06 0.00
201406 5.32 2.59 0.00
201407 -3.57 -2.05 0.00
201408 2.48 4.23 0.00

Other Funds


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