Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.47 -5.29% 0.735
Standard error 0.0681 0.0031
t-statistics 21.59 -1.41

Fund Profile

Symbol IYW
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -5.70 -2.45 0.48
200008 13.74 7.14 0.50
200009 -15.16 -5.44 0.51
200010 -8.08 -2.77 0.56
200011 -23.44 -10.73 0.51
200012 -8.72 1.19 0.50
200101 17.23 3.12 0.54
200102 -29.06 -10.08 0.39
200103 -14.04 -7.27 0.44
200104 19.51 7.95 0.39
200105 -5.17 0.73 0.32
200106 1.81 -1.93 0.28
200107 -7.31 -2.13 0.30
200108 -13.16 -6.46 0.31
200109 -21.92 -9.26 0.28
200110 21.60 2.47 0.22
200111 14.89 7.54 0.17
200112 -1.47 1.60 0.15
200201 0.93 -1.44 0.14
200202 -14.53 -2.29 0.13
200203 7.95 4.24 0.13
200204 -12.30 -5.20 0.15
200205 -3.88 -1.38 0.14
200206 -13.69 -7.21 0.13
200207 -9.29 -8.18 0.15
200208 -0.53 0.50 0.14
200209 -18.21 -10.35 0.14
200210 21.22 7.83 0.14
200211 18.10 5.96 0.12
200212 -14.65 -5.76 0.11
200301 -1.12 -2.57 0.10
200302 1.30 -1.89 0.09
200303 -0.20 1.09 0.10
200304 9.21 8.22 0.10
200305 9.59 6.05 0.09
200306 -0.72 1.42 0.10
200307 5.81 2.34 0.07
200308 6.46 2.34 0.07
200309 -0.84 -1.23 0.08
200310 9.68 6.08 0.07
200311 1.63 1.35 0.07
200312 0.92 4.30 0.08
200401 4.09 2.15 0.07
200402 -3.08 1.40 0.06
200403 -3.05 -1.33 0.09
200404 -6.31 -1.83 0.08
200405 6.01 1.18 0.06
200406 2.28 1.86 0.08
200407 -8.68 -4.07 0.10
200408 -5.24 0.08 0.11
200409 3.01 1.61 0.11
200410 5.74 1.43 0.11
200411 5.53 4.54 0.15
200412 2.53 3.43 0.16
200501 -5.87 -2.75 0.16
200502 0.53 1.89 0.16
200503 -2.21 -1.96 0.21
200504 -4.25 -2.61 0.21
200505 9.12 3.65 0.24
200506 -2.14 0.56 0.23
200507 6.32 3.92 0.24
200508 -0.69 -1.22 0.30
200509 0.66 0.48 0.29
200510 -2.43 -2.00 0.27
200511 7.45 3.62 0.31
200512 -2.51 -0.25 0.32
200601 4.16 3.04 0.35
200602 -1.26 -0.30 0.34
200603 2.46 1.46 0.37
200604 -0.62 0.72 0.36
200605 -7.61 -3.57 0.43
200606 -1.01 -0.35 0.40
200607 -3.61 -0.78 0.40
200608 7.98 2.03 0.42
200609 4.01 1.84 0.41
200610 3.54 3.23 0.41
200611 3.86 1.71 0.42
200612 -1.37 0.87 0.40
200701 1.60 1.41 0.44
200702 -2.72 -1.95 0.38
200703 0.29 0.68 0.43
200704 4.95 3.49 0.44
200705 4.27 3.24 0.41
200706 0.91 -1.96 0.40
200707 -1.06 -3.74 0.40
200708 2.85 0.92 0.42
200709 3.73 3.23 0.32
200710 6.82 1.80 0.32
200711 -7.95 -4.82 0.34
200712 1.17 -0.86 0.27
200801 -12.94 -6.35 0.21
200802 -3.65 -3.09 0.13
200803 0.30 -0.94 0.17
200804 7.49 4.60 0.18
200805 6.26 1.86 0.18
200806 -9.55 -8.44 0.17
200807 -1.28 -0.77 0.15
200808 2.45 1.53 0.13
200809 -13.38 -9.24 0.15
200810 -16.73 -17.23 0.08
200811 -12.51 -7.86 0.03
200812 2.45 1.66 0.09
200901 -2.78 -8.12 0.00
200902 -3.50 -10.09 0.01
200903 11.91 8.95 0.02
200904 12.39 10.19 0.01
200905 2.58 5.21 0.00
200906 4.42 0.43 0.01
200907 9.05 7.72 0.01
200908 2.27 3.32 0.01
200909 4.82 4.08 0.01
200910 -0.92 -2.59 0.00
200911 5.15 5.56 0.00
200912 6.41 2.75 0.01
201001 -8.77 -3.36 0.00
201002 4.91 3.40 0.00
201003 6.15 6.32 0.01
201004 1.99 2.00 0.00
201005 -7.44 -7.89 0.01
201006 -6.27 -5.56 0.01
201007 7.43 6.92 0.01
201008 -7.03 -4.77 0.01
201009 12.38 9.54 0.01
201010 6.60 3.88 0.01
201011 -1.19 0.60 0.01
201012 5.77 6.82 0.01
201101 3.96 2.01 0.01
201102 2.05 3.49 0.01
201103 -2.50 0.48 0.01
201104 2.79 2.90 0.00
201105 -1.78 -1.27 0.00
201106 -3.04 -1.75 0.00
201107 1.09 -2.34 0.00
201108 -6.65 -6.00 0.01
201109 -3.46 -7.60 0.00
201110 11.85 11.34 0.00
201111 -2.07 -0.26 0.00
201112 -1.18 0.74 0.00
201201 8.28 5.06 0.00
201202 7.20 4.43 0.00
201203 5.04 3.11 0.00
201204 -2.70 -0.84 0.00
201205 -7.99 -6.20 0.01
201206 2.44 3.88 0.00
201207 0.40 0.79 0.00
201208 5.41 2.56 0.01
201209 0.86 2.74 0.01
201210 -7.35 -1.75 0.01
201211 0.81 0.77 0.01
201212 0.17 1.18 0.01
201301 1.44 5.58 0.00
201302 0.16 1.28 0.00
201303 2.31 4.03 0.00
201304 0.44 1.56 0.00
201305 4.26 2.81 0.00
201306 -3.79 -1.21 0.00
201307 4.92 5.65 0.00
201308 -0.62 -2.69 0.00
201309 2.95 3.76 0.00
201310 4.42 4.17 0.00
201311 3.56 3.12 0.00
201312 4.12 2.81 0.00
201401 -1.71 -3.26 0.00
201402 4.65 4.65 0.00
201403 0.36 0.41 0.00
201404 -0.20 -0.14 0.00
201405 3.70 2.06 0.00
201406 3.11 2.59 0.00
201407 1.00 -2.05 0.00
201408 4.24 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.