Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
1.16 -2.58% 0.681
Standard error 0.0617 0.0028
t-statistics 18.87 -0.75

Fund Profile

Symbol IYG
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 10.44 7.14 0.50
200009 3.37 -5.44 0.51
200010 -2.34 -2.77 0.56
200011 -6.22 -10.73 0.51
200012 11.19 1.19 0.50
200101 2.21 3.12 0.54
200102 -7.52 -10.08 0.39
200103 -3.83 -7.27 0.44
200104 4.80 7.95 0.39
200105 4.10 0.73 0.32
200106 -1.19 -1.93 0.28
200107 0.16 -2.13 0.30
200108 -6.48 -6.46 0.31
200109 -7.21 -9.26 0.28
200110 -1.28 2.47 0.22
200111 7.24 7.54 0.17
200112 4.27 1.60 0.15
200201 -2.16 -1.44 0.14
200202 -1.40 -2.29 0.13
200203 7.94 4.24 0.13
200204 -3.04 -5.20 0.15
200205 0.73 -1.38 0.14
200206 -4.96 -7.21 0.13
200207 -8.76 -8.18 0.15
200208 3.67 0.50 0.14
200209 -11.49 -10.35 0.14
200210 8.73 7.83 0.14
200211 3.84 5.96 0.12
200212 -4.86 -5.76 0.11
200301 -1.72 -2.57 0.10
200302 -1.94 -1.89 0.09
200303 0.19 1.09 0.10
200304 11.14 8.22 0.10
200305 5.66 6.05 0.09
200306 1.44 1.42 0.10
200307 3.81 2.34 0.07
200308 -1.01 2.34 0.07
200309 1.71 -1.23 0.08
200310 7.59 6.08 0.07
200311 0.22 1.35 0.07
200312 3.70 4.30 0.08
200401 2.71 2.15 0.07
200402 2.28 1.40 0.06
200403 -0.93 -1.33 0.09
200404 -5.92 -1.83 0.08
200405 2.38 1.18 0.06
200406 0.69 1.86 0.08
200407 -2.28 -4.07 0.10
200408 4.09 0.08 0.11
200409 -0.67 1.61 0.11
200410 2.56 1.43 0.11
200411 2.72 4.54 0.15
200412 4.14 3.43 0.16
200501 -2.97 -2.75 0.16
200502 -1.35 1.89 0.16
200503 -2.69 -1.96 0.21
200504 0.04 -2.61 0.21
200505 2.19 3.65 0.24
200506 1.04 0.56 0.23
200507 0.70 3.92 0.24
200508 -1.53 -1.22 0.30
200509 -0.34 0.48 0.29
200510 3.84 -2.00 0.27
200511 4.26 3.62 0.31
200512 0.39 -0.25 0.32
200601 1.71 3.04 0.35
200602 2.09 -0.30 0.34
200603 0.84 1.46 0.37
200604 4.37 0.72 0.36
200605 -3.78 -3.57 0.43
200606 -0.62 -0.35 0.40
200607 2.06 -0.78 0.40
200608 0.96 2.03 0.42
200609 4.15 1.84 0.41
200610 2.26 3.23 0.41
200611 -0.17 1.71 0.42
200612 4.09 0.87 0.40
200701 0.81 1.41 0.44
200702 -3.50 -1.95 0.38
200703 -1.14 0.68 0.43
200704 3.66 3.49 0.44
200705 2.70 3.24 0.41
200706 -4.18 -1.96 0.40
200707 -7.78 -3.74 0.40
200708 0.89 0.92 0.42
200709 1.65 3.23 0.32
200710 -1.35 1.80 0.32
200711 -8.49 -4.82 0.34
200712 -6.68 -0.86 0.27
200801 1.56 -6.35 0.21
200802 -12.63 -3.09 0.13
200803 -3.41 -0.94 0.17
200804 6.67 4.60 0.18
200805 -6.45 1.86 0.18
200806 -19.76 -8.44 0.17
200807 9.71 -0.77 0.15
200808 -0.79 1.53 0.13
200809 -0.81 -9.24 0.15
200810 -19.09 -17.23 0.08
200811 -18.34 -7.86 0.03
200812 -2.65 1.66 0.09
200901 -26.53 -8.12 0.00
200902 -14.36 -10.09 0.01
200903 17.17 8.95 0.02
200904 20.25 10.19 0.01
200905 12.80 5.21 0.00
200906 -1.47 0.43 0.01
200907 7.74 7.72 0.01
200908 11.59 3.32 0.01
200909 1.17 4.08 0.01
200910 -5.40 -2.59 0.00
200911 4.22 5.56 0.00
200912 -1.71 2.75 0.01
201001 -1.04 -3.36 0.00
201002 2.43 3.40 0.00
201003 8.94 6.32 0.01
201004 1.91 2.00 0.00
201005 -10.57 -7.89 0.01
201006 -7.84 -5.56 0.01
201007 6.89 6.92 0.01
201008 -10.05 -4.77 0.01
201009 6.84 9.54 0.01
201010 1.35 3.88 0.01
201011 -0.47 0.60 0.01
201012 12.06 6.82 0.01
201101 2.43 2.01 0.01
201102 1.79 3.49 0.01
201103 -2.24 0.48 0.01
201104 -1.01 2.90 0.00
201105 -2.99 -1.27 0.00
201106 -2.84 -1.75 0.00
201107 -3.76 -2.34 0.00
201108 -10.25 -6.00 0.01
201109 -12.46 -7.60 0.00
201110 13.62 11.34 0.00
201111 -4.68 -0.26 0.00
201112 2.14 0.74 0.00
201201 8.44 5.06 0.00
201202 7.42 4.43 0.00
201203 8.75 3.11 0.00
201204 -3.31 -0.84 0.00
201205 -10.31 -6.20 0.01
201206 5.15 3.88 0.00
201207 -0.30 0.79 0.00
201208 3.29 2.56 0.01
201209 4.41 2.74 0.01
201210 2.00 -1.75 0.01
201211 -0.45 0.77 0.01
201212 5.44 1.18 0.01
201301 5.99 5.58 0.00
201302 1.18 1.28 0.00
201303 4.25 4.03 0.00
201304 1.18 1.56 0.00
201305 8.75 2.81 0.00
201306 -1.48 -1.21 0.00
201307 6.58 5.65 0.00
201308 -5.14 -2.69 0.00
201309 2.77 3.76 0.00
201310 3.42 4.17 0.00
201311 6.40 3.12 0.00
201312 3.08 2.81 0.00
201401 -3.82 -3.26 0.00
201402 2.77 4.65 0.00
201403 2.78 0.41 0.00
201404 -4.31 -0.14 0.00
201405 1.41 2.06 0.00
201406 2.83 2.59 0.00
201407 -1.16 -2.05 0.00
201408 2.92 4.23 0.00

Other Funds


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