{"schemaVersion":1,"ticker":"IVV","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ivv/","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, IVV against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/ivv/"},"benchmark":{"ticker":"SPY","name":"S&P 500","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IVV","b":"SPY","window":{"from":"2000-05-26","to":"2026-10-23","firstReturn":"2000-06-02","weeklyReturns":1378,"years":26.41,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01771326,"perWeek":0.0003406396,"days":6207,"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":7.85112471,"b":7.79526569,"edge":"Tie"},"annualised":{"a":0.08576488,"b":0.08550552,"edge":"Tie"},"price":{"a":4.53882438,"b":4.50702899,"edge":"Tie"},"volatility":{"a":0.17327822,"b":0.17455524,"edge":"Tie"},"downsideDeviation":{"a":0.12312778,"b":0.12444004,"edge":"Tie"},"maxDrawdown":{"a":-0.54729949,"b":-0.5462484,"edge":"Tie","aPeak":"2007-10-12","aTrough":"2009-03-06","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.07977284,"b":0.07978737,"edge":"Tie"},"sharpe":{"a":0.46037427,"b":0.45708948,"edge":"Tie"},"sortino":{"a":0.64788656,"b":0.64117118,"edge":"Tie"},"calmar":{"a":0.15670558,"b":0.1565323,"edge":"Tie"}},"relative":{"IVV":{"on":"SPY","beta":0.99043472,"r2":0.99547313,"alpha":0.00074866,"alphaT":0.32978765,"alphaLow":-0.00370462,"alphaHigh":0.00520193,"upsideCapture":0.99349366,"downsideCapture":0.996519,"treynor":0.08054326,"trackingError":0.01177747,"informationRatio":-0.00123374,"upWeeks":777,"downWeeks":600,"treynorReference":0.07978737,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IVV":{"kept":"2026-10-26","distributions":108,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1378,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.85112471}},"SPY":{"kept":"2026-10-26","distributions":107,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2008-09-19","amount":0.69092,"vendor":0.664676},{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":1378,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.79526569}}}}