{"schemaVersion":1,"ticker":"IVVB","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ivvb/","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, IVVB against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ivvb/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IVVB","b":"VOO","window":{"from":"2023-07-07","to":"2026-10-30","firstReturn":"2023-07-14","weeklyReturns":173,"years":3.32,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04543193,"perWeek":0.0008736909,"days":830,"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":0.4281752,"b":0.79842161,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.11307368,"b":0.19292953,"edge":"VOO","lead":"VOO"},"price":{"a":0.39894882,"b":0.72456502,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.08866938,"b":0.14014461,"edge":"IVVB","lead":"IVVB"},"downsideDeviation":{"a":0.06017381,"b":0.0903314,"edge":"IVVB","lead":"IVVB"},"maxDrawdown":{"a":-0.11700879,"b":-0.1668507,"edge":"IVVB","lead":"IVVB","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.06571732,"b":0.14105145,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.74115012,"b":1.00647076,"edge":"VOO","lead":"VOO"},"sortino":{"a":1.09212503,"b":1.56148861,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.96636915,"b":1.15630041,"edge":"VOO","lead":"VOO"}},"relative":{"IVVB":{"on":"VOO","beta":0.61146297,"r2":0.93399759,"alpha":-0.02053042,"alphaT":-1.62325162,"alphaLow":-0.04549616,"alphaHigh":0.00443533,"upsideCapture":0.53032316,"downsideCapture":0.71866501,"treynor":0.10747556,"trackingError":0.0590244,"informationRatio":-1.27632182,"upWeeks":102,"downWeeks":71,"treynorReference":0.14105145,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"IVVB","lead":"IVVB"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IVVB":{"kept":"2026-11-01","distributions":2,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":173,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.4281752}},"VOO":{"kept":"2026-11-01","distributions":13,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":173,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.79842161}}}}