{"schemaVersion":1,"ticker":"IWB","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iwb/","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, IWB against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iwb/"},"benchmark":{"ticker":"VONE","name":"Russell 1000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IWB","b":"VONE","window":{"from":"2010-10-01","to":"2026-10-23","firstReturn":"2010-10-08","weeklyReturns":838,"years":16.06,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01599064,"perWeek":0.0003075123,"days":4016,"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":7.5262781,"b":7.57556448,"edge":"Tie"},"annualised":{"a":0.1422363,"b":0.14264491,"edge":"Tie"},"price":{"a":5.55022867,"b":5.60207612,"edge":"Tie"},"volatility":{"a":0.16201302,"b":0.16183262,"edge":"Tie"},"downsideDeviation":{"a":0.11150386,"b":0.11136438,"edge":"Tie"},"maxDrawdown":{"a":-0.32709333,"b":-0.32731493,"edge":"Tie","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.13037148,"b":0.13070143,"edge":"Tie"},"sharpe":{"a":0.80469751,"b":0.80763341,"edge":"Tie"},"sortino":{"a":1.16921046,"b":1.1736377,"edge":"Tie"},"calmar":{"a":0.43484929,"b":0.43580325,"edge":"Tie"}},"relative":{"IWB":{"on":"VONE","beta":0.99916639,"r2":0.99611146,"alpha":-0.000221,"alphaT":-0.08721856,"alphaLow":-0.00519459,"alphaHigh":0.00475258,"upsideCapture":1.00147887,"downsideCapture":1.0008606,"treynor":0.13048024,"trackingError":0.01010373,"informationRatio":-0.03265707,"upWeeks":500,"downWeeks":337,"treynorReference":0.13070143,"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":"VONE","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IWB":{"kept":"2026-10-26","distributions":65,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.5262781}},"VONE":{"kept":"2026-10-26","distributions":64,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-26","amount":0.6364,"vendor":0.600182}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.57556448}}}}