Saturday, November 24, 2018

TWR vs IRR

Have you ever had to explain the difference between TWR and IRR to a client?  Would you feel confident that you have covered the proper issues?  Have you ever had a circumstance where the reported IRR was positive but the TWR was negative?  Well, here is a great post covering many of these issues.

https://blog.commonwealth.com/measuring-portfolio-performance-twr-vs.-irr