Regression from Sep 2000 - Aug 2014

Rm-Rf Alpha R2
1.14 0.40% 0.885
Standard error 0.0320 0.0015
t-statistics 35.79 0.23

Fund Profile

Symbol IYJ
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Sep 2000 - Aug 2014

Month RaR Rm-Rf Rf
200009 -4.16 -5.44 0.51
200010 -5.32 -2.77 0.56
200011 -5.93 -10.73 0.51
200012 4.05 1.19 0.50
200101 1.14 3.12 0.54
200102 -5.95 -10.08 0.39
200103 -11.35 -7.27 0.44
200104 14.04 7.95 0.39
200105 1.74 0.73 0.32
200106 -3.59 -1.93 0.28
200107 -3.93 -2.13 0.30
200108 -4.63 -6.46 0.31
200109 -12.42 -9.26 0.28
200110 2.94 2.47 0.22
200111 10.63 7.54 0.17
200112 4.37 1.60 0.15
200201 -5.32 -1.44 0.14
200202 1.49 -2.29 0.13
200203 2.65 4.24 0.13
200204 -7.83 -5.20 0.15
200205 0.88 -1.38 0.14
200206 -6.85 -7.21 0.13
200207 -6.03 -8.18 0.15
200208 -1.73 0.50 0.14
200209 -12.06 -10.35 0.14
200210 4.95 7.83 0.14
200211 7.95 5.96 0.12
200212 -4.91 -5.76 0.11
200301 -5.61 -2.57 0.10
200302 -1.67 -1.89 0.09
200303 1.43 1.09 0.10
200304 10.00 8.22 0.10
200305 3.92 6.05 0.09
200306 1.00 1.42 0.10
200307 4.03 2.34 0.07
200308 5.01 2.34 0.07
200309 -3.55 -1.23 0.08
200310 5.83 6.08 0.07
200311 1.98 1.35 0.07
200312 7.31 4.30 0.08
200401 1.16 2.15 0.07
200402 -0.54 1.40 0.06
200403 -1.04 -1.33 0.09
200404 -0.57 -1.83 0.08
200405 2.49 1.18 0.06
200406 5.45 1.86 0.08
200407 -3.15 -4.07 0.10
200408 -1.15 0.08 0.11
200409 2.94 1.61 0.11
200410 1.22 1.43 0.11
200411 5.81 4.54 0.15
200412 3.01 3.43 0.16
200501 -3.04 -2.75 0.16
200502 1.24 1.89 0.16
200503 -0.42 -1.96 0.21
200504 -3.70 -2.61 0.21
200505 3.10 3.65 0.24
200506 -1.89 0.56 0.23
200507 4.52 3.92 0.24
200508 -1.50 -1.22 0.30
200509 1.08 0.48 0.29
200510 -1.36 -2.00 0.27
200511 5.87 3.62 0.31
200512 0.55 -0.25 0.32
200601 1.49 3.04 0.35
200602 2.71 -0.30 0.34
200603 4.18 1.46 0.37
200604 1.86 0.72 0.36
200605 -2.61 -3.57 0.43
200606 -0.71 -0.35 0.40
200607 -5.43 -0.78 0.40
200608 1.76 2.03 0.42
200609 3.07 1.84 0.41
200610 3.09 3.23 0.41
200611 2.51 1.71 0.42
200612 0.96 0.87 0.40
200701 2.22 1.41 0.44
200702 -0.51 -1.95 0.38
200703 1.06 0.68 0.43
200704 4.91 3.49 0.44
200705 5.48 3.24 0.41
200706 -0.34 -1.96 0.40
200707 -0.40 -3.74 0.40
200708 -0.20 0.92 0.42
200709 3.89 3.23 0.32
200710 0.80 1.80 0.32
200711 -3.86 -4.82 0.34
200712 -0.37 -0.86 0.27
200801 -5.49 -6.35 0.21
200802 -2.24 -3.09 0.13
200803 2.06 -0.94 0.17
200804 2.94 4.60 0.18
200805 3.00 1.86 0.18
200806 -10.87 -8.44 0.17
200807 1.48 -0.77 0.15
200808 1.59 1.53 0.13
200809 -13.23 -9.24 0.15
200810 -20.29 -17.23 0.08
200811 -7.38 -7.86 0.03
200812 2.34 1.66 0.09
200901 -11.07 -8.12 0.00
200902 -15.34 -10.09 0.01
200903 7.95 8.95 0.02
200904 18.42 10.19 0.01
200905 3.39 5.21 0.00
200906 -1.31 0.43 0.01
200907 9.44 7.72 0.01
200908 4.12 3.32 0.01
200909 6.28 4.08 0.01
200910 -4.35 -2.59 0.00
200911 8.12 5.56 0.00
200912 2.32 2.75 0.01
201001 -2.67 -3.36 0.00
201002 4.55 3.40 0.00
201003 8.25 6.32 0.01
201004 4.65 2.00 0.00
201005 -9.14 -7.89 0.01
201006 -6.95 -5.56 0.01
201007 9.34 6.92 0.01
201008 -7.18 -4.77 0.01
201009 11.64 9.54 0.01
201010 3.33 3.88 0.01
201011 1.67 0.60 0.01
201012 8.16 6.82 0.01
201101 4.21 2.01 0.01
201102 2.61 3.49 0.01
201103 1.91 0.48 0.01
201104 2.63 2.90 0.00
201105 -2.49 -1.27 0.00
201106 -1.02 -1.75 0.00
201107 -6.69 -2.34 0.00
201108 -6.92 -6.00 0.01
201109 -9.42 -7.60 0.00
201110 14.54 11.34 0.00
201111 0.83 -0.26 0.00
201112 0.74 0.74 0.00
201201 7.49 5.06 0.00
201202 2.91 4.43 0.00
201203 1.77 3.11 0.00
201204 -0.88 -0.84 0.00
201205 -6.68 -6.20 0.01
201206 3.29 3.88 0.00
201207 0.29 0.79 0.00
201208 2.03 2.56 0.01
201209 2.02 2.74 0.01
201210 -0.20 -1.75 0.01
201211 1.95 0.77 0.01
201212 2.64 1.18 0.01
201301 5.86 5.58 0.00
201302 2.54 1.28 0.00
201303 2.90 4.03 0.00
201304 -0.71 1.56 0.00
201305 4.57 2.81 0.00
201306 -1.86 -1.21 0.00
201307 6.00 5.65 0.00
201308 -2.22 -2.69 0.00
201309 5.64 3.76 0.00
201310 4.28 4.17 0.00
201311 3.33 3.12 0.00
201312 4.31 2.81 0.00
201401 -4.38 -3.26 0.00
201402 4.16 4.65 0.00
201403 0.10 0.41 0.00
201404 0.51 -0.14 0.00
201405 1.73 2.06 0.00
201406 0.99 2.59 0.00
201407 -4.10 -2.05 0.00
201408 4.31 4.23 0.00

Other Funds


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