{"schemaVersion":1,"ticker":"IQQQ","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iqqq/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","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, IQQQ against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iqqq/"},"benchmark":{"ticker":"QQQ","name":"Nasdaq-100 (QQQ)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":87.0,"date":"2026-10-07","url":"https://www.proshares.com/globalassets/proshares/documents/19a1/2026-10-01-iqqq_19a-1.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":92.7,"from":"2025-11-07","to":"2026-10-07","notices":12,"distributions":12,"full":false}},"kind":"benchmark","a":"IQQQ","b":"QQQ","window":{"from":"2024-03-28","to":"2026-10-23","firstReturn":"2024-04-05","weeklyReturns":134,"years":2.57,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.0429619,"perWeek":0.0008261903,"days":643,"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":0.45401394,"b":0.60714977,"edge":"QQQ","lead":"QQQ"},"annualised":{"a":0.15634203,"b":0.2021597,"edge":"QQQ","lead":"QQQ"},"price":{"a":0.13917711,"b":0.58645076,"edge":"QQQ","lead":"QQQ"},"volatility":{"a":0.18039843,"b":0.20174319,"edge":"IQQQ","lead":"IQQQ"},"downsideDeviation":{"a":0.12501422,"b":0.13205189,"edge":"IQQQ (slight)","lead":"IQQQ"},"maxDrawdown":{"a":-0.19434367,"b":-0.21344135,"edge":"IQQQ (slight)","lead":"IQQQ","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.11873309,"b":0.16168617,"edge":"QQQ","lead":"QQQ"},"sharpe":{"a":0.65817144,"b":0.80144549,"edge":"QQQ","lead":"QQQ"},"sortino":{"a":0.9497567,"b":1.22441387,"edge":"QQQ","lead":"QQQ"},"calmar":{"a":0.80446165,"b":0.94714402,"edge":"QQQ","lead":"QQQ"}},"relative":{"IQQQ":{"on":"QQQ","beta":0.87671599,"r2":0.96128042,"alpha":-0.02301975,"alphaT":-1.0306916,"alphaLow":-0.06719916,"alphaHigh":0.02115966,"upsideCapture":0.84550369,"downsideCapture":0.97002379,"treynor":0.13542937,"trackingError":0.0433437,"informationRatio":-0.99098772,"upWeeks":77,"downWeeks":57,"treynorReference":0.16168617,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"QQQ","lead":"QQQ"},"downsideCapture":{"edge":"IQQQ (slight)","lead":"IQQQ"},"treynor":{"edge":"QQQ","lead":"QQQ"},"informationRatio":{"edge":null,"lead":"QQQ","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IQQQ":{"kept":"2026-10-26","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":134,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.45401394}},"QQQ":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":134,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.60714977}}}}