{"schemaVersion":1,"ticker":"ITDF","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/itdf/","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, ITDF against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/itdf/"},"benchmark":{"ticker":"IWB","name":"Russell 1000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"ITDF","b":"IWB","window":{"from":"2023-10-27","to":"2026-10-30","firstReturn":"2023-11-03","weeklyReturns":157,"years":3.01,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04447713,"perWeek":0.0008553294,"days":752,"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":0.80794417,"b":0.89686635,"edge":"IWB (slight)","lead":"IWB"},"annualised":{"a":0.21669661,"b":0.2361996,"edge":"IWB (slight)","lead":"IWB"},"price":{"a":0.73691083,"b":0.83447326,"edge":"IWB","lead":"IWB"},"volatility":{"a":0.12904613,"b":0.14232936,"edge":"ITDF (slight)","lead":"ITDF"},"downsideDeviation":{"a":0.08290334,"b":0.08979367,"edge":"ITDF (slight)","lead":"ITDF"},"maxDrawdown":{"a":-0.13203601,"b":-0.17221907,"edge":"ITDF","lead":"ITDF","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.16032346,"b":0.17807398,"edge":"IWB (slight)","lead":"IWB"},"sharpe":{"a":1.24237329,"b":1.25114016,"edge":"Tie"},"sortino":{"a":1.93386004,"b":1.98314621,"edge":"IWB (slight)","lead":"IWB"},"calmar":{"a":1.64119325,"b":1.37150667,"edge":"ITDF","lead":"ITDF"}},"relative":{"ITDF":{"on":"IWB","beta":0.87207722,"r2":0.92514314,"alpha":0.0050292,"alphaT":0.24305743,"alphaLow":-0.03584434,"alphaHigh":0.04590274,"upsideCapture":0.84653461,"downsideCapture":0.90324729,"treynor":0.1838409,"trackingError":0.03972512,"informationRatio":-0.4468336,"upWeeks":96,"downWeeks":61,"treynorReference":0.17807398,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWB","lead":"IWB"},"downsideCapture":{"edge":"ITDF (slight)","lead":"ITDF"},"treynor":{"edge":"ITDF (slight)","lead":"ITDF"},"informationRatio":{"edge":null,"lead":"IWB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"ITDF":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":157,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.80794417}},"IWB":{"kept":"2026-11-01","distributions":12,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":157,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.89686635}}}}