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magoulet / portfolio-return

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calculate money-weighted rate of return #10

Closed magoulet closed 1 year ago

magoulet commented 2 years ago

Sources:

https://www.nbc.ca/content/dam/bnc/en/files/personal/investing/bncpdf/pbn-trp-pror-en.pdf https://www.canadianportfoliomanagerblog.com/how-to-calculate-your-money-weighted-rate-of-return-mwrr/

magoulet commented 1 year ago

https://blog.quantinsti.com/portfolio-analysis-performance-measurement-evaluation/

magoulet commented 1 year ago

Use XIRR for irregular cashflows, such as money in/out of the portfolio. Data required: dates, money in/out, portfolio value

https://stackoverflow.com/questions/46668172/calculating-xirr-in-python