{"schemaVersion":1,"ticker":"EQL","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/eql/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, EQL against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/eql/"},"benchmark":{"ticker":"IVV","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"EQL","b":"IVV","window":{"from":"2009-07-17","to":"2026-10-30","firstReturn":"2009-07-24","weeklyReturns":902,"years":17.29,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01498384,"perWeek":0.0002881507,"days":4325,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":7.41242648,"b":9.97692069,"edge":"IVV","lead":"IVV"},"annualised":{"a":0.13063234,"b":0.14810962,"edge":"IVV","lead":"IVV"},"price":{"a":4.93028571,"b":7.0353514,"edge":"IVV","lead":"IVV"},"volatility":{"a":0.15459671,"b":0.16088668,"edge":"EQL (slight)","lead":"EQL"},"downsideDeviation":{"a":0.10769127,"b":0.11050509,"edge":"EQL (slight)","lead":"EQL"},"maxDrawdown":{"a":-0.33396815,"b":-0.31825287,"edge":"IVV (slight)","lead":"IVV","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.11997931,"b":0.1363346,"edge":"IVV","lead":"IVV"},"sharpe":{"a":0.77607931,"b":0.84739524,"edge":"IVV (slight)","lead":"IVV"},"sortino":{"a":1.11410435,"b":1.23374045,"edge":"IVV (slight)","lead":"IVV"},"calmar":{"a":0.39115209,"b":0.46538346,"edge":"IVV","lead":"IVV"}},"relative":{"EQL":{"on":"IVV","beta":0.92515516,"r2":0.92697665,"alpha":-0.00615135,"alphaT":-0.60872118,"alphaLow":-0.02598418,"alphaHigh":0.01368148,"upsideCapture":0.83568534,"downsideCapture":0.92038779,"treynor":0.12968561,"trackingError":0.0434772,"informationRatio":-0.37618086,"upWeeks":534,"downWeeks":368,"treynorReference":0.1363346,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IVV","lead":"IVV"},"downsideCapture":{"edge":"EQL (slight)","lead":"EQL"},"treynor":{"edge":"IVV (slight)","lead":"IVV"},"informationRatio":{"edge":null,"lead":"IVV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EQL":{"kept":"2026-11-01","distributions":69,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":902,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.41242648}},"IVV":{"kept":"2026-11-01","distributions":71,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":902,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":9.97692069}}}}