Regression from Jul 2000 - Aug 2014

Rm-Rf Alpha R2
1.04 -5.77% 0.543
Standard error 0.0735 0.0034
t-statistics 14.12 -1.42

Fund Profile

Symbol IYZ
Issuer iShares
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Jul 2000 - Aug 2014

Month RaR Rm-Rf Rf
200007 -7.89 -2.45 0.48
200008 -2.47 7.14 0.50
200009 -5.33 -5.44 0.51
200010 1.22 -2.77 0.56
200011 -18.63 -10.73 0.51
200012 -6.35 1.19 0.50
200101 17.37 3.12 0.54
200102 -12.19 -10.08 0.39
200103 -7.84 -7.27 0.44
200104 4.50 7.95 0.39
200105 -1.37 0.73 0.32
200106 -3.01 -1.93 0.28
200107 2.29 -2.13 0.30
200108 -10.17 -6.46 0.31
200109 -0.08 -9.26 0.28
200110 -10.96 2.47 0.22
200111 2.42 7.54 0.17
200112 2.88 1.60 0.15
200201 -9.47 -1.44 0.14
200202 -7.52 -2.29 0.13
200203 -0.43 4.24 0.13
200204 -14.55 -5.20 0.15
200205 0.38 -1.38 0.14
200206 -16.46 -7.21 0.13
200207 -12.60 -8.18 0.15
200208 2.76 0.50 0.14
200209 -15.97 -10.35 0.14
200210 31.70 7.83 0.14
200211 11.92 5.96 0.12
200212 -7.60 -5.76 0.11
200301 -4.70 -2.57 0.10
200302 -6.70 -1.89 0.09
200303 -0.08 1.09 0.10
200304 9.59 8.22 0.10
200305 8.07 6.05 0.09
200306 4.19 1.42 0.10
200307 -4.62 2.34 0.07
200308 0.35 2.34 0.07
200309 -3.15 -1.23 0.08
200310 5.64 6.08 0.07
200311 -1.71 1.35 0.07
200312 7.79 4.30 0.08
200401 2.78 2.15 0.07
200402 3.14 1.40 0.06
200403 -2.68 -1.33 0.09
200404 -0.56 -1.83 0.08
200405 -2.52 1.18 0.06
200406 2.39 1.86 0.08
200407 3.47 -4.07 0.10
200408 0.61 0.08 0.11
200409 2.60 1.61 0.11
200410 1.42 1.43 0.11
200411 4.02 4.54 0.15
200412 2.57 3.43 0.16
200501 -5.46 -2.75 0.16
200502 1.73 1.89 0.16
200503 -1.47 -1.96 0.21
200504 0.23 -2.61 0.21
200505 0.92 3.65 0.24
200506 1.59 0.56 0.23
200507 3.31 3.92 0.24
200508 -1.19 -1.22 0.30
200509 -0.44 0.48 0.29
200510 -2.26 -2.00 0.27
200511 3.21 3.62 0.31
200512 -2.46 -0.25 0.32
200601 3.92 3.04 0.35
200602 4.91 -0.30 0.34
200603 4.37 1.46 0.37
200604 -1.23 0.72 0.36
200605 -2.89 -3.57 0.43
200606 3.85 -0.35 0.40
200607 2.08 -0.78 0.40
200608 2.37 2.03 0.42
200609 3.97 1.84 0.41
200610 3.69 3.23 0.41
200611 -0.61 1.71 0.42
200612 4.50 0.87 0.40
200701 3.72 1.41 0.44
200702 -0.49 -1.95 0.38
200703 2.17 0.68 0.43
200704 2.12 3.49 0.44
200705 8.98 3.24 0.41
200706 -2.27 -1.96 0.40
200707 -0.92 -3.74 0.40
200708 -0.63 0.92 0.42
200709 2.43 3.23 0.32
200710 -4.46 1.80 0.32
200711 -9.56 -4.82 0.34
200712 1.52 -0.86 0.27
200801 -11.07 -6.35 0.21
200802 -10.07 -3.09 0.13
200803 -0.31 -0.94 0.17
200804 8.15 4.60 0.18
200805 6.37 1.86 0.18
200806 -9.80 -8.44 0.17
200807 -3.47 -0.77 0.15
200808 2.82 1.53 0.13
200809 -13.95 -9.24 0.15
200810 -20.57 -17.23 0.08
200811 2.15 -7.86 0.03
200812 1.09 1.66 0.09
200901 -6.68 -8.12 0.00
200902 -1.77 -10.09 0.01
200903 6.35 8.95 0.02
200904 8.03 10.19 0.01
200905 3.62 5.21 0.00
200906 0.79 0.43 0.01
200907 1.24 7.72 0.01
200908 -1.42 3.32 0.01
200909 7.40 4.08 0.01
200910 -8.10 -2.59 0.00
200911 7.16 5.56 0.00
200912 8.79 2.75 0.01
201001 -8.99 -3.36 0.00
201002 2.69 3.40 0.00
201003 7.79 6.32 0.01
201004 1.81 2.00 0.00
201005 -3.83 -7.89 0.01
201006 -3.86 -5.56 0.01
201007 9.06 6.92 0.01
201008 -1.54 -4.77 0.01
201009 9.44 9.54 0.01
201010 1.23 3.88 0.01
201011 -1.01 0.60 0.01
201012 8.05 6.82 0.01
201101 -1.56 2.01 0.01
201102 1.29 3.49 0.01
201103 2.93 0.48 0.01
201104 3.03 2.90 0.00
201105 4.55 -1.27 0.00
201106 -2.56 -1.75 0.00
201107 -5.91 -2.34 0.00
201108 -4.42 -6.00 0.01
201109 -8.13 -7.60 0.00
201110 3.76 11.34 0.00
201111 -0.41 -0.26 0.00
201112 0.67 0.74 0.00
201201 1.12 5.06 0.00
201202 4.83 4.43 0.00
201203 0.19 3.11 0.00
201204 -1.29 -0.84 0.00
201205 -3.21 -6.20 0.01
201206 6.72 3.88 0.00
201207 6.02 0.79 0.00
201208 1.15 2.56 0.01
201209 6.58 2.74 0.01
201210 -4.36 -1.75 0.01
201211 -2.19 0.77 0.01
201212 2.46 1.18 0.01
201301 2.92 5.58 0.00
201302 -4.38 1.28 0.00
201303 2.35 4.03 0.00
201304 10.27 1.56 0.00
201305 -2.28 2.81 0.00
201306 -0.32 -1.21 0.00
201307 8.01 5.65 0.00
201308 -4.04 -2.69 0.00
201309 3.56 3.76 0.00
201310 6.28 4.17 0.00
201311 -2.47 3.12 0.00
201312 4.81 2.81 0.00
201401 -3.03 -3.26 0.00
201402 -0.18 4.65 0.00
201403 4.71 0.41 0.00
201404 -2.15 -0.14 0.00
201405 2.78 2.06 0.00
201406 1.20 2.59 0.00
201407 1.32 -2.05 0.00
201408 -0.13 4.23 0.00

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