{"schemaVersion":1,"ticker":"TIP","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tip/","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, TIP against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tip/"},"benchmark":{"ticker":"VTP","name":"ICE U.S. Treasury Inflation Linked Bond Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"TIP","b":"VTP","window":{"from":"2025-07-18","to":"2026-10-23","firstReturn":"2025-07-25","weeklyReturns":66,"years":1.26,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03854843,"perWeek":0.0007413159,"days":318,"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":0.01896498,"b":0.02150955,"edge":"VTP","lead":"VTP"},"annualised":{"a":0.01491227,"b":0.01690859,"edge":"VTP","lead":"VTP"},"price":{"a":-0.03154057,"b":-0.02156693,"edge":"VTP","lead":"VTP"},"volatility":{"a":0.03134688,"b":0.0313589,"edge":"Tie"},"downsideDeviation":{"a":0.02392407,"b":0.02377884,"edge":"Tie"},"maxDrawdown":{"a":-0.03832519,"b":-0.03769468,"edge":"Tie","aPeak":"2026-05-08","aTrough":"2026-10-02","bPeak":"2026-05-08","bTrough":"2026-10-02"},"excess":{"a":-0.02326046,"b":-0.02129447,"edge":"VTP (slight)","lead":"VTP"},"sharpe":{"a":-0.74203441,"b":-0.67905654,"edge":"VTP (slight)","lead":"VTP"},"sortino":{"a":-0.97226195,"b":-0.89552167,"edge":"VTP (slight)","lead":"VTP"},"calmar":{"a":0.3890985,"b":0.44856705,"edge":"VTP","lead":"VTP"}},"relative":{"TIP":{"on":"VTP","beta":0.98985319,"r2":0.98056107,"alpha":-0.00218207,"alphaT":-0.55564143,"alphaLow":-0.01002738,"alphaHigh":0.00566324,"upsideCapture":0.99650977,"downsideCapture":1.0182576,"treynor":-0.0234989,"trackingError":0.00438206,"informationRatio":-0.44864626,"upWeeks":38,"downWeeks":28,"treynorReference":-0.02129447,"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":"VTP (slight)","lead":"VTP"},"informationRatio":{"edge":null,"lead":"VTP","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TIP":{"kept":"2026-10-26","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":66,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.01896498}},"VTP":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":6,"agree":6},"vendor":{"weeks":66,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.02150955}}}}