Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.10 -1.08% 0.720
Standard error 0.0528 0.0024
t-statistics 20.80 -0.37

Fund Profile

Symbol IYF
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 6.88 -2.45 0.48
200008 9.66 7.14 0.50
200009 3.20 -5.44 0.51
200010 -1.25 -2.77 0.56
200011 -4.93 -10.73 0.51
200012 9.35 1.19 0.50
200101 -0.58 3.12 0.54
200102 -6.31 -10.08 0.39
200103 -2.37 -7.27 0.44
200104 3.85 7.95 0.39
200105 3.72 0.73 0.32
200106 0.24 -1.93 0.28
200107 -0.71 -2.13 0.30
200108 -6.20 -6.46 0.31
200109 -6.13 -9.26 0.28
200110 -1.62 2.47 0.22
200111 7.51 7.54 0.17
200112 2.94 1.60 0.15
200201 -2.11 -1.44 0.14
200202 -0.75 -2.29 0.13
200203 6.10 4.24 0.13
200204 -1.78 -5.20 0.15
200205 -0.14 -1.38 0.14
200206 -4.47 -7.21 0.13
200207 -7.63 -8.18 0.15
200208 2.33 0.50 0.14
200209 -11.22 -10.35 0.14
200210 8.06 7.83 0.14
200211 3.66 5.96 0.12
200212 -5.12 -5.76 0.11
200301 -1.77 -2.57 0.10
200302 -2.89 -1.89 0.09
200303 0.14 1.09 0.10
200304 11.58 8.22 0.10
200305 5.37 6.05 0.09
200306 0.30 1.42 0.10
200307 4.64 2.34 0.07
200308 -0.78 2.34 0.07
200309 0.99 -1.23 0.08
200310 6.69 6.08 0.07
200311 0.47 1.35 0.07
200312 4.33 4.30 0.08
200401 3.57 2.15 0.07
200402 2.34 1.40 0.06
200403 -0.32 -1.33 0.09
200404 -5.74 -1.83 0.08
200405 2.60 1.18 0.06
200406 0.63 1.86 0.08
200407 -2.43 -4.07 0.10
200408 3.96 0.08 0.11
200409 -0.48 1.61 0.11
200410 1.05 1.43 0.11
200411 3.43 4.54 0.15
200412 4.18 3.43 0.16
200501 -2.82 -2.75 0.16
200502 -0.52 1.89 0.16
200503 -3.51 -1.96 0.21
200504 0.12 -2.61 0.21
200505 3.21 3.65 0.24
200506 1.70 0.56 0.23
200507 2.14 3.92 0.24
200508 -2.27 -1.22 0.30
200509 0.73 0.48 0.29
200510 2.60 -2.00 0.27
200511 4.46 3.62 0.31
200512 0.07 -0.25 0.32
200601 1.39 3.04 0.35
200602 2.06 -0.30 0.34
200603 0.98 1.46 0.37
200604 3.20 0.72 0.36
200605 -3.67 -3.57 0.43
200606 -0.01 -0.35 0.40
200607 1.83 -0.78 0.40
200608 1.36 2.03 0.42
200609 3.85 1.84 0.41
200610 2.29 3.23 0.41
200611 1.08 1.71 0.42
200612 3.15 0.87 0.40
200701 1.39 1.41 0.44
200702 -2.80 -1.95 0.38
200703 -1.11 0.68 0.43
200704 3.68 3.49 0.44
200705 2.31 3.24 0.41
200706 -4.28 -1.96 0.40
200707 -8.17 -3.74 0.40
200708 1.62 0.92 0.42
200709 2.49 3.23 0.32
200710 -1.60 1.80 0.32
200711 -7.25 -4.82 0.34
200712 -5.15 -0.86 0.27
200801 -0.29 -6.35 0.21
200802 -10.46 -3.09 0.13
200803 -2.36 -0.94 0.17
200804 6.24 4.60 0.18
200805 -4.83 1.86 0.18
200806 -17.19 -8.44 0.17
200807 6.47 -0.77 0.15
200808 0.06 1.53 0.13
200809 -3.22 -9.24 0.15
200810 -22.42 -17.23 0.08
200811 -16.51 -7.86 0.03
200812 1.99 1.66 0.09
200901 -23.80 -8.12 0.00
200902 -15.03 -10.09 0.01
200903 12.74 8.95 0.02
200904 20.65 10.19 0.01
200905 10.46 5.21 0.00
200906 -1.93 0.43 0.01
200907 8.47 7.72 0.01
200908 12.05 3.32 0.01
200909 2.04 4.08 0.01
200910 -5.40 -2.59 0.00
200911 4.40 5.56 0.00
200912 0.02 2.75 0.01
201001 -1.61 -3.36 0.00
201002 3.15 3.40 0.00
201003 8.80 6.32 0.01
201004 1.98 2.00 0.00
201005 -9.07 -7.89 0.01
201006 -6.21 -5.56 0.01
201007 6.75 6.92 0.01
201008 -7.39 -4.77 0.01
201009 6.59 9.54 0.01
201010 1.81 3.88 0.01
201011 -0.94 0.60 0.01
201012 9.95 6.82 0.01
201101 2.39 2.01 0.01
201102 2.82 3.49 0.01
201103 -2.04 0.48 0.01
201104 0.70 2.90 0.00
201105 -2.48 -1.27 0.00
201106 -2.67 -1.75 0.00
201107 -3.23 -2.34 0.00
201108 -8.64 -6.00 0.01
201109 -10.97 -7.60 0.00
201110 13.65 11.34 0.00
201111 -3.98 -0.26 0.00
201112 2.48 0.74 0.00
201201 7.08 5.06 0.00
201202 4.87 4.43 0.00
201203 6.57 3.11 0.00
201204 -1.29 -0.84 0.00
201205 -8.34 -6.20 0.01
201206 4.89 3.88 0.00
201207 0.13 0.79 0.00
201208 2.85 2.56 0.01
201209 2.83 2.74 0.01
201210 1.23 -1.75 0.01
201211 -0.24 0.77 0.01
201212 3.68 1.18 0.01
201301 6.33 5.58 0.00
201302 1.35 1.28 0.00
201303 4.05 4.03 0.00
201304 2.43 1.56 0.00
201305 4.51 2.81 0.00
201306 -1.22 -1.21 0.00
201307 4.81 5.65 0.00
201308 -4.96 -2.69 0.00
201309 3.18 3.76 0.00
201310 3.65 4.17 0.00
201311 3.60 3.12 0.00
201312 2.39 2.81 0.00
201401 -3.54 -3.26 0.00
201402 3.58 4.65 0.00
201403 2.43 0.41 0.00
201404 -1.73 -0.14 0.00
201405 1.51 2.06 0.00
201406 2.31 2.59 0.00
201407 -1.61 -2.05 0.00
201408 3.97 4.23 0.00

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