Regression from Aug 2000 - Aug 2014

Rm-Rf Alpha R2
1.00 -0.28% 0.995
Standard error 0.0055 0.0003
t-statistics 182.83 -0.93

Fund Profile

Symbol IYY
Issuer iShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Aug 2000 - Aug 2014

Month RaR Rm-Rf Rf
200008 7.09 7.14 0.50
200009 -3.78 -5.44 0.51
200010 -2.18 -2.77 0.56
200011 -9.70 -10.73 0.51
200012 1.66 1.19 0.50
200101 4.00 3.12 0.54
200102 -10.16 -10.08 0.39
200103 -7.39 -7.27 0.44
200104 9.00 7.95 0.39
200105 0.97 0.73 0.32
200106 -1.80 -1.93 0.28
200107 -2.01 -2.13 0.30
200108 -5.93 -6.46 0.31
200109 -9.60 -9.26 0.28
200110 2.73 2.47 0.22
200111 8.14 7.54 0.17
200112 1.63 1.60 0.15
200201 -2.04 -1.44 0.14
200202 -1.87 -2.29 0.13
200203 4.42 4.24 0.13
200204 -5.78 -5.20 0.15
200205 -0.83 -1.38 0.14
200206 -8.02 -7.21 0.13
200207 -7.43 -8.18 0.15
200208 1.05 0.50 0.14
200209 -11.31 -10.35 0.14
200210 8.34 7.83 0.14
200211 6.17 5.96 0.12
200212 -5.70 -5.76 0.11
200301 -2.51 -2.57 0.10
200302 -1.72 -1.89 0.09
200303 2.00 1.09 0.10
200304 7.07 8.22 0.10
200305 6.09 6.05 0.09
200306 1.67 1.42 0.10
200307 1.72 2.34 0.07
200308 2.35 2.34 0.07
200309 -1.15 -1.23 0.08
200310 6.00 6.08 0.07
200311 1.14 1.35 0.07
200312 5.02 4.30 0.08
200401 2.22 2.15 0.07
200402 1.32 1.40 0.06
200403 -1.24 -1.33 0.09
200404 -2.24 -1.83 0.08
200405 1.69 1.18 0.06
200406 2.05 1.86 0.08
200407 -4.25 -4.07 0.10
200408 0.85 0.08 0.11
200409 1.44 1.61 0.11
200410 1.60 1.43 0.11
200411 4.56 4.54 0.15
200412 3.62 3.43 0.16
200501 -2.82 -2.75 0.16
200502 2.27 1.89 0.16
200503 -1.58 -1.96 0.21
200504 -2.09 -2.61 0.21
200505 3.69 3.65 0.24
200506 0.66 0.56 0.23
200507 3.97 3.92 0.24
200508 -1.28 -1.22 0.30
200509 1.16 0.48 0.29
200510 -1.85 -2.00 0.27
200511 4.01 3.62 0.31
200512 0.04 -0.25 0.32
200601 3.11 3.04 0.35
200602 0.17 -0.30 0.34
200603 1.76 1.46 0.37
200604 1.01 0.72 0.36
200605 -3.13 -3.57 0.43
200606 0.47 -0.35 0.40
200607 -0.21 -0.78 0.40
200608 2.28 2.03 0.42
200609 2.25 1.84 0.41
200610 3.36 3.23 0.41
200611 2.37 1.71 0.42
200612 1.05 0.87 0.40
200701 1.89 1.41 0.44
200702 -1.48 -1.95 0.38
200703 0.98 0.68 0.43
200704 4.04 3.49 0.44
200705 3.78 3.24 0.41
200706 -1.73 -1.96 0.40
200707 -3.17 -3.74 0.40
200708 1.22 0.92 0.42
200709 3.78 3.23 0.32
200710 1.68 1.80 0.32
200711 -4.23 -4.82 0.34
200712 -0.72 -0.86 0.27
200801 -6.20 -6.35 0.21
200802 -2.77 -3.09 0.13
200803 -0.82 -0.94 0.17
200804 4.98 4.60 0.18
200805 1.97 1.86 0.18
200806 -8.05 -8.44 0.17
200807 -0.89 -0.77 0.15
200808 1.58 1.53 0.13
200809 -9.67 -9.24 0.15
200810 -17.41 -17.23 0.08
200811 -7.83 -7.86 0.03
200812 2.08 1.66 0.09
200901 -8.45 -8.12 0.00
200902 -10.08 -10.09 0.01
200903 8.21 8.95 0.02
200904 10.52 10.19 0.01
200905 5.57 5.21 0.00
200906 0.27 0.43 0.01
200907 7.62 7.72 0.01
200908 3.70 3.32 0.01
200909 3.93 4.08 0.01
200910 -2.22 -2.59 0.00
200911 5.83 5.56 0.00
200912 2.55 2.75 0.01
201001 -3.41 -3.36 0.00
201002 3.14 3.40 0.00
201003 6.16 6.32 0.01
201004 1.91 2.00 0.00
201005 -7.89 -7.89 0.01
201006 -5.65 -5.56 0.01
201007 6.99 6.92 0.01
201008 -4.58 -4.77 0.01
201009 9.36 9.54 0.01
201010 3.93 3.88 0.01
201011 0.41 0.60 0.01
201012 6.71 6.82 0.01
201101 2.27 2.01 0.01
201102 3.55 3.49 0.01
201103 0.35 0.48 0.01
201104 2.88 2.90 0.00
201105 -1.11 -1.27 0.00
201106 -1.74 -1.75 0.00
201107 -2.12 -2.34 0.00
201108 -5.97 -6.00 0.01
201109 -7.55 -7.60 0.00
201110 11.30 11.34 0.00
201111 -0.22 -0.26 0.00
201112 0.77 0.74 0.00
201201 4.96 5.06 0.00
201202 4.07 4.43 0.00
201203 3.27 3.11 0.00
201204 -0.62 -0.84 0.00
201205 -6.20 -6.20 0.01
201206 3.83 3.88 0.00
201207 1.11 0.79 0.00
201208 2.53 2.56 0.01
201209 2.41 2.74 0.01
201210 -1.66 -1.75 0.01
201211 0.63 0.77 0.01
201212 1.22 1.18 0.01
201301 5.50 5.58 0.00
201302 1.10 1.28 0.00
201303 3.95 4.03 0.00
201304 1.67 1.56 0.00
201305 2.49 2.81 0.00
201306 -1.65 -1.21 0.00
201307 5.55 5.65 0.00
201308 -3.05 -2.69 0.00
201309 3.65 3.76 0.00
201310 4.45 4.17 0.00
201311 3.02 3.12 0.00
201312 2.31 2.81 0.00
201401 -3.17 -3.26 0.00
201402 4.67 4.65 0.00
201403 0.63 0.41 0.00
201404 0.33 -0.14 0.00
201405 2.27 2.06 0.00
201406 2.29 2.59 0.00
201407 -1.65 -2.05 0.00
201408 4.02 4.23 0.00

Other Funds


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