Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
1.20 4.39% 0.652
Standard error 0.0679 0.0031
t-statistics 17.67 1.17

Fund Profile

Symbol IYM
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 1.47 7.14 0.50
200009 -10.36 -5.44 0.51
200010 11.27 -2.77 0.56
200011 -2.53 -10.73 0.51
200012 17.46 1.19 0.50
200101 -4.00 3.12 0.54
200102 0.51 -10.08 0.39
200103 -4.52 -7.27 0.44
200104 9.78 7.95 0.39
200105 4.34 0.73 0.32
200106 -4.07 -1.93 0.28
200107 -0.48 -2.13 0.30
200108 -0.61 -6.46 0.31
200109 -11.69 -9.26 0.28
200110 2.57 2.47 0.22
200111 11.98 7.54 0.17
200112 -1.83 1.60 0.15
200201 0.26 -1.44 0.14
200202 5.69 -2.29 0.13
200203 4.22 4.24 0.13
200204 -5.88 -5.20 0.15
200205 4.61 -1.38 0.14
200206 -1.35 -7.21 0.13
200207 -11.28 -8.18 0.15
200208 0.14 0.50 0.14
200209 -13.59 -10.35 0.14
200210 3.92 7.83 0.14
200211 11.28 5.96 0.12
200212 -4.45 -5.76 0.11
200301 -5.66 -2.57 0.10
200302 -2.47 -1.89 0.09
200303 0.58 1.09 0.10
200304 8.29 8.22 0.10
200305 3.36 6.05 0.09
200306 0.31 1.42 0.10
200307 7.76 2.34 0.07
200308 2.88 2.34 0.07
200309 -4.88 -1.23 0.08
200310 8.57 6.08 0.07
200311 2.65 1.35 0.07
200312 10.77 4.30 0.08
200401 -4.69 2.15 0.07
200402 5.28 1.40 0.06
200403 -2.51 -1.33 0.09
200404 -5.15 -1.83 0.08
200405 2.17 1.18 0.06
200406 5.25 1.86 0.08
200407 -2.36 -4.07 0.10
200408 2.15 0.08 0.11
200409 5.06 1.61 0.11
200410 -1.85 1.43 0.11
200411 8.60 4.54 0.15
200412 0.71 3.43 0.16
200501 -2.74 -2.75 0.16
200502 8.18 1.89 0.16
200503 -3.39 -1.96 0.21
200504 -7.90 -2.61 0.21
200505 -0.35 3.65 0.24
200506 -0.61 0.56 0.23
200507 6.59 3.92 0.24
200508 -3.22 -1.22 0.30
200509 1.33 0.48 0.29
200510 -0.90 -2.00 0.27
200511 6.09 3.62 0.31
200512 2.18 -0.25 0.32
200601 6.73 3.04 0.35
200602 -2.82 -0.30 0.34
200603 5.11 1.46 0.37
200604 5.01 0.72 0.36
200605 -4.20 -3.57 0.43
200606 -0.23 -0.35 0.40
200607 -4.50 -0.78 0.40
200608 1.76 2.03 0.42
200609 -1.34 1.84 0.41
200610 7.20 3.23 0.41
200611 4.74 1.71 0.42
200612 -0.62 0.87 0.40
200701 5.02 1.41 0.44
200702 1.92 -1.95 0.38
200703 1.90 0.68 0.43
200704 3.23 3.49 0.44
200705 6.73 3.24 0.41
200706 -0.40 -1.96 0.40
200707 -1.97 -3.74 0.40
200708 -0.79 0.92 0.42
200709 8.94 3.23 0.32
200710 6.16 1.80 0.32
200711 -5.12 -4.82 0.34
200712 3.50 -0.86 0.27
200801 -4.69 -6.35 0.21
200802 4.41 -3.09 0.13
200803 -2.84 -0.94 0.17
200804 7.70 4.60 0.18
200805 7.20 1.86 0.18
200806 -1.14 -8.44 0.17
200807 -7.78 -0.77 0.15
200808 -4.36 1.53 0.13
200809 -23.06 -9.24 0.15
200810 -25.69 -17.23 0.08
200811 -14.56 -7.86 0.03
200812 3.64 1.66 0.09
200901 -8.12 -8.12 0.00
200902 -9.74 -10.09 0.01
200903 14.63 8.95 0.02
200904 18.05 10.19 0.01
200905 10.92 5.21 0.00
200906 -5.14 0.43 0.01
200907 13.15 7.72 0.01
200908 2.98 3.32 0.01
200909 8.62 4.08 0.01
200910 -3.60 -2.59 0.00
200911 11.23 5.56 0.00
200912 2.58 2.75 0.01
201001 -8.61 -3.36 0.00
201002 7.56 3.40 0.00
201003 8.12 6.32 0.01
201004 0.73 2.00 0.00
201005 -8.94 -7.89 0.01
201006 -7.83 -5.56 0.01
201007 11.94 6.92 0.01
201008 -2.10 -4.77 0.01
201009 10.47 9.54 0.01
201010 6.27 3.88 0.01
201011 2.74 0.60 0.01
201012 10.30 6.82 0.01
201101 -0.37 2.01 0.01
201102 2.76 3.49 0.01
201103 3.33 0.48 0.01
201104 2.68 2.90 0.00
201105 -3.69 -1.27 0.00
201106 -1.68 -1.75 0.00
201107 -2.39 -2.34 0.00
201108 -8.54 -6.00 0.01
201109 -19.66 -7.60 0.00
201110 19.41 11.34 0.00
201111 -0.33 -0.26 0.00
201112 -3.41 0.74 0.00
201201 11.04 5.06 0.00
201202 -0.16 4.43 0.00
201203 -1.01 3.11 0.00
201204 -0.62 -0.84 0.00
201205 -10.44 -6.20 0.01
201206 3.90 3.88 0.00
201207 -1.56 0.79 0.00
201208 3.34 2.56 0.01
201209 3.28 2.74 0.01
201210 -0.89 -1.75 0.01
201211 0.00 0.77 0.01
201212 4.02 1.18 0.01
201301 2.81 5.58 0.00
201302 -2.65 1.28 0.00
201303 1.70 4.03 0.00
201304 -0.51 1.56 0.00
201305 2.91 2.81 0.00
201306 -6.11 -1.21 0.00
201307 5.92 5.65 0.00
201308 -0.17 -2.69 0.00
201309 4.72 3.76 0.00
201310 4.32 4.17 0.00
201311 1.31 3.12 0.00
201312 4.68 2.81 0.00
201401 -4.74 -3.26 0.00
201402 6.62 4.65 0.00
201403 0.97 0.41 0.00
201404 0.77 -0.14 0.00
201405 2.68 2.06 0.00
201406 1.93 2.59 0.00
201407 -2.35 -2.05 0.00
201408 3.80 4.23 0.00

Other Funds


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