IWM: how its history is extended
IWM returns from its first trading day; earlier history from VB, then NAESX. (represented by the us_small asset chain before its own history)
Kind
Backfill chain
Extended from
1980-01-03
Through
2026-09-14
Sources
IWM → VB → NAESX
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| IWM | VB | 2000-05-26 | 22.62 | 0.9869 | -0.978 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VB | NAESX | 2004-01-30 | 22.61 | 0.999 | 0.154 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.