iShares Total US Stock Market Idx Instl (BITSX)

27.72 -0.27 (-0.96%) USD  |  Dec 12 2024
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BITSX Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for BITSX.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

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Vanguard Russell 3000 Index I Upgrade
Nuveen Equity Index I Upgrade
New Covenant Growth Upgrade
Vanguard Mega Cap Index Institutional Upgrade
iShares Russell 1000 Large-Cap Idx Instl Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Excel Add-In Codes

View Alpha (vs YCharts Benchmark) (Since Inception) Excel Add-In Codes
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Metric Code: enhanced_market_alpha_all
Latest Data Point: =YCP("M:BITSX", "enhanced_market_alpha_all")
Last 5 Data Points: =YCS("M:BITSX", "enhanced_market_alpha_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.