{"schemaVersion":1,"ticker":"IWO","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iwo/","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, IWO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iwo/"},"benchmark":{"ticker":"VTWG","name":"Russell 2000 Growth Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IWO","b":"VTWG","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":4.19560682,"b":4.18521917,"edge":"Tie"},"annualised":{"a":0.10766141,"b":0.10752386,"edge":"Tie"},"price":{"a":3.59824281,"b":3.65491235,"edge":"Tie"},"volatility":{"a":0.22204985,"b":0.22158751,"edge":"Tie"},"downsideDeviation":{"a":0.15304777,"b":0.15292649,"edge":"Tie"},"maxDrawdown":{"a":-0.40543808,"b":-0.40454398,"edge":"Tie","aPeak":"2021-02-12","aTrough":"2022-06-17","bPeak":"2021-02-12","bTrough":"2022-06-17"},"excess":{"a":0.11110433,"b":0.11088506,"edge":"Tie"},"sharpe":{"a":0.50035757,"b":0.50041203,"edge":"Tie"},"sortino":{"a":0.7259454,"b":0.72508729,"edge":"Tie"},"calmar":{"a":0.2655434,"b":0.26579029,"edge":"Tie"}},"relative":{"IWO":{"on":"VTWG","beta":0.99986241,"r2":0.995566,"alpha":0.00023453,"alphaT":0.06348325,"alphaLow":-0.00701666,"alphaHigh":0.00748571,"upsideCapture":1.00175746,"downsideCapture":1.00051844,"treynor":0.11111961,"trackingError":0.01478595,"informationRatio":0.01482955,"upWeeks":459,"downWeeks":379,"treynorReference":0.11088506,"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":"IWO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IWO":{"kept":"2026-10-26","distributions":65,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.19560682}},"VTWG":{"kept":"2026-10-26","distributions":50,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-26","amount":0.2343,"vendor":0.222126}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.18521917}}}}