Regression from Mar 2004 - Aug 2014

Rm-Rf Alpha R2
1.11 3.37% 0.690
Standard error 0.0669 0.0029
t-statistics 16.59 0.97

Fund Profile

Symbol IYT
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Mar 2004 - Aug 2014

Month RaR Rm-Rf Rf
200403 -0.54 -1.33 0.09
200404 0.63 -1.83 0.08
200405 2.10 1.18 0.06
200406 8.55 1.86 0.08
200407 -2.84 -4.07 0.10
200408 -0.12 0.08 0.11
200409 4.53 1.61 0.11
200410 7.82 1.43 0.11
200411 4.79 4.54 0.15
200412 3.82 3.43 0.16
200501 -5.50 -2.75 0.16
200502 3.34 1.89 0.16
200503 -0.37 -1.96 0.21
200504 -7.34 -2.61 0.21
200505 5.28 3.65 0.24
200506 -3.34 0.56 0.23
200507 8.84 3.92 0.24
200508 -3.03 -1.22 0.30
200509 1.38 0.48 0.29
200510 2.34 -2.00 0.27
200511 8.16 3.62 0.31
200512 2.04 -0.25 0.32
200601 3.59 3.04 0.35
200602 1.78 -0.30 0.34
200603 3.46 1.46 0.37
200604 1.73 0.72 0.36
200605 0.37 -3.57 0.43
200606 5.60 -0.35 0.40
200607 -11.26 -0.78 0.40
200608 -1.95 2.03 0.42
200609 4.14 1.84 0.41
200610 5.79 3.23 0.41
200611 0.09 1.71 0.42
200612 -3.44 0.87 0.40
200701 7.75 1.41 0.44
200702 -0.82 -1.95 0.38
200703 -1.27 0.68 0.43
200704 4.98 3.49 0.44
200705 5.07 3.24 0.41
200706 -3.64 -1.96 0.40
200707 -1.31 -3.74 0.40
200708 -2.79 0.92 0.42
200709 -0.75 3.23 0.32
200710 1.30 1.80 0.32
200711 -4.72 -4.82 0.34
200712 -2.59 -0.86 0.27
200801 4.45 -6.35 0.21
200802 -4.00 -3.09 0.13
200803 5.15 -0.94 0.17
200804 8.06 4.60 0.18
200805 5.30 1.86 0.18
200806 -8.94 -8.44 0.17
200807 2.99 -0.77 0.15
200808 0.86 1.53 0.13
200809 -9.69 -9.24 0.15
200810 -15.63 -17.23 0.08
200811 -9.49 -7.86 0.03
200812 0.67 1.66 0.09
200901 -16.80 -8.12 0.00
200902 -14.93 -10.09 0.01
200903 7.57 8.95 0.02
200904 17.66 10.19 0.01
200905 2.39 5.21 0.00
200906 1.73 0.43 0.01
200907 10.47 7.72 0.01
200908 2.61 3.32 0.01
200909 4.31 4.08 0.01
200910 -5.71 -2.59 0.00
200911 9.36 5.56 0.00
200912 4.56 2.75 0.01
201001 -5.08 -3.36 0.00
201002 7.04 3.40 0.00
201003 5.80 6.32 0.01
201004 6.67 2.00 0.00
201005 -6.66 -7.89 0.01
201006 -7.73 -5.56 0.01
201007 10.21 6.92 0.01
201008 -6.41 -4.77 0.01
201009 9.75 9.54 0.01
201010 5.04 3.88 0.01
201011 2.44 0.60 0.01
201012 5.35 6.82 0.01
201101 -1.73 2.01 0.01
201102 1.64 3.49 0.01
201103 4.26 0.48 0.01
201104 4.10 2.90 0.00
201105 -0.64 -1.27 0.00
201106 -0.88 -1.75 0.00
201107 -4.76 -2.34 0.00
201108 -9.85 -6.00 0.01
201109 -9.99 -7.60 0.00
201110 16.33 11.34 0.00
201111 0.92 -0.26 0.00
201112 1.62 0.74 0.00
201201 6.01 5.06 0.00
201202 -3.07 4.43 0.00
201203 2.11 3.11 0.00
201204 -0.52 -0.84 0.00
201205 -2.11 -6.20 0.01
201206 2.67 3.88 0.00
201207 -2.63 0.79 0.00
201208 -1.71 2.56 0.01
201209 -2.22 2.74 0.01
201210 3.34 -1.75 0.01
201211 1.11 0.77 0.01
201212 3.99 1.18 0.01
201301 9.22 5.58 0.00
201302 3.51 1.28 0.00
201303 4.58 4.03 0.00
201304 -1.15 1.56 0.00
201305 2.16 2.81 0.00
201306 -1.97 -1.21 0.00
201307 5.06 5.65 0.00
201308 -3.29 -2.69 0.00
201309 5.62 3.76 0.00
201310 5.96 4.17 0.00
201311 3.98 3.12 0.00
201312 2.00 2.81 0.00
201401 -1.13 -3.26 0.00
201402 1.02 4.65 0.00
201403 3.09 0.41 0.00
201404 1.27 -0.14 0.00
201405 5.93 2.06 0.00
201406 1.35 2.59 0.00
201407 -0.80 -2.05 0.00
201408 3.41 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.