Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
0.59 3.10% 0.511
Standard error 0.0449 0.0021
t-statistics 13.21 1.25

Fund Profile

Symbol IYH
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 2.55 7.14 0.50
200009 4.08 -5.44 0.51
200010 2.13 -2.77 0.56
200011 2.39 -10.73 0.51
200012 3.30 1.19 0.50
200101 -8.63 3.12 0.54
200102 -0.68 -10.08 0.39
200103 -8.87 -7.27 0.44
200104 4.55 7.95 0.39
200105 0.96 0.73 0.32
200106 -2.78 -1.93 0.28
200107 2.63 -2.13 0.30
200108 -2.64 -6.46 0.31
200109 -0.54 -9.26 0.28
200110 0.66 2.47 0.22
200111 5.12 7.54 0.17
200112 -2.86 1.60 0.15
200201 -2.25 -1.44 0.14
200202 -0.31 -2.29 0.13
200203 0.71 4.24 0.13
200204 -6.55 -5.20 0.15
200205 -2.13 -1.38 0.14
200206 -8.20 -7.21 0.13
200207 -3.28 -8.18 0.15
200208 0.71 0.50 0.14
200209 -6.06 -10.35 0.14
200210 5.36 7.83 0.14
200211 2.89 5.96 0.12
200212 -3.68 -5.76 0.11
200301 -0.29 -2.57 0.10
200302 -2.37 -1.89 0.09
200303 4.07 1.09 0.10
200304 3.35 8.22 0.10
200305 3.49 6.05 0.09
200306 4.03 1.42 0.10
200307 0.02 2.34 0.07
200308 -3.64 2.34 0.07
200309 0.70 -1.23 0.08
200310 1.05 6.08 0.07
200311 1.86 1.35 0.07
200312 5.30 4.30 0.08
200401 3.42 2.15 0.07
200402 1.17 1.40 0.06
200403 -3.58 -1.33 0.09
200404 2.83 -1.83 0.08
200405 0.04 1.18 0.06
200406 -0.48 1.86 0.08
200407 -5.48 -4.07 0.10
200408 1.86 0.08 0.11
200409 -1.13 1.61 0.11
200410 -2.01 1.43 0.11
200411 2.09 4.54 0.15
200412 5.96 3.43 0.16
200501 -3.38 -2.75 0.16
200502 2.64 1.89 0.16
200503 0.12 -1.96 0.21
200504 3.35 -2.61 0.21
200505 1.49 3.65 0.24
200506 -0.13 0.56 0.23
200507 2.88 3.92 0.24
200508 -0.31 -1.22 0.30
200509 -0.62 0.48 0.29
200510 -2.90 -2.00 0.27
200511 1.76 3.62 0.31
200512 2.78 -0.25 0.32
200601 1.33 3.04 0.35
200602 1.08 -0.30 0.34
200603 -1.09 1.46 0.37
200604 -3.05 0.72 0.36
200605 -2.17 -3.57 0.43
200606 0.22 -0.35 0.40
200607 4.49 -0.78 0.40
200608 2.75 2.03 0.42
200609 1.21 1.84 0.41
200610 0.72 3.23 0.41
200611 0.02 1.71 0.42
200612 0.71 0.87 0.40
200701 3.13 1.41 0.44
200702 -2.10 -1.95 0.38
200703 0.03 0.68 0.43
200704 6.71 3.49 0.44
200705 1.60 3.24 0.41
200706 -3.43 -1.96 0.40
200707 -3.88 -3.74 0.40
200708 2.61 0.92 0.42
200709 3.48 3.23 0.32
200710 1.72 1.80 0.32
200711 1.00 -4.82 0.34
200712 -2.59 -0.86 0.27
200801 -5.19 -6.35 0.21
200802 -2.00 -3.09 0.13
200803 -4.31 -0.94 0.17
200804 1.48 4.60 0.18
200805 1.82 1.86 0.18
200806 -4.41 -8.44 0.17
200807 5.81 -0.77 0.15
200808 1.99 1.53 0.13
200809 -6.46 -9.24 0.15
200810 -12.14 -17.23 0.08
200811 -8.08 -7.86 0.03
200812 7.69 1.66 0.09
200901 -1.60 -8.12 0.00
200902 -11.65 -10.09 0.01
200903 6.42 8.95 0.02
200904 -0.04 10.19 0.01
200905 6.39 5.21 0.00
200906 3.49 0.43 0.01
200907 5.42 7.72 0.01
200908 2.36 3.32 0.01
200909 1.33 4.08 0.01
200910 -2.66 -2.59 0.00
200911 8.78 5.56 0.00
200912 2.63 2.75 0.01
201001 0.57 -3.36 0.00
201002 0.40 3.40 0.00
201003 3.24 6.32 0.01
201004 -3.12 2.00 0.00
201005 -7.17 -7.89 0.01
201006 -1.91 -5.56 0.01
201007 1.08 6.92 0.01
201008 -1.43 -4.77 0.01
201009 9.54 9.54 0.01
201010 1.60 3.88 0.01
201011 -2.48 0.60 0.01
201012 4.72 6.82 0.01
201101 0.53 2.01 0.01
201102 3.44 3.49 0.01
201103 2.04 0.48 0.01
201104 6.51 2.90 0.00
201105 2.04 -1.27 0.00
201106 -1.47 -1.75 0.00
201107 -3.88 -2.34 0.00
201108 -3.02 -6.00 0.01
201109 -4.58 -7.60 0.00
201110 5.80 11.34 0.00
201111 0.92 -0.26 0.00
201112 3.07 0.74 0.00
201201 3.75 5.06 0.00
201202 1.45 4.43 0.00
201203 4.28 3.11 0.00
201204 -0.20 -0.84 0.00
201205 -3.41 -6.20 0.01
201206 5.90 3.88 0.00
201207 1.03 0.79 0.00
201208 1.66 2.56 0.01
201209 4.03 2.74 0.01
201210 -1.32 -1.75 0.01
201211 0.85 0.77 0.01
201212 -0.34 1.18 0.01
201301 7.49 5.58 0.00
201302 1.29 1.28 0.00
201303 6.37 4.03 0.00
201304 3.33 1.56 0.00
201305 1.60 2.81 0.00
201306 -0.68 -1.21 0.00
201307 7.51 5.65 0.00
201308 -3.52 -2.69 0.00
201309 3.16 3.76 0.00
201310 3.76 4.17 0.00
201311 4.67 3.12 0.00
201312 0.65 2.81 0.00
201401 1.49 -3.26 0.00
201402 6.16 4.65 0.00
201403 -1.75 0.41 0.00
201404 -0.82 -0.14 0.00
201405 2.71 2.06 0.00
201406 2.65 2.59 0.00
201407 -0.21 -2.05 0.00
201408 5.21 4.23 0.00

Other Funds


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