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Difference between the internal rate of return (IRR) and TTWROR

Christian Peter avatar
Written by Christian Peter
Updated over a week ago

In your portfolio, there are several key metrics to describe your returns. Three of the most important are:

  • Simple Return

  • TTWROR (Time-Weighted Rate of Return)

  • IRR (Internal Rate of Return)

Each metric answers a different question about your investments.


Simple Return

The simple return shows how much profit or loss you made relative to your invested capital:

Simple Return = ((Ending Value−Invested Capital) / Invested Capital)

Advantage: Quick and easy to understand.
Disadvantage: It does not consider when you invested your money or if there were additional deposits or withdrawals.


TTWROR (Time-Weighted Rate of Return)

The TTWROR measures the return of your portfolio independent of deposits or withdrawals, based solely on the performance of the assets themselves.

Advantage: Ideal to see the pure performance of your investments.
Disadvantage: It does not reflect how your deposits grew over time.


IRR / Internal Rate of Return

The IRR takes all cash flows and their timing into account. It shows how effectively your capital actually grew over time.

Advantage: Very informative for your personal return.
Disadvantage: Slightly more complex to calculate and only visible for Premium and Wealth customers.


Example: Difference Between Metrics

Scenario:

  • January: You invest €1,000

  • July: You invest another €1,000

  • December: Portfolio value = €2,200

Metric

Calculation

Result

Simple Return

(2,200 − 2,000) / 2,000

+10 %

TTWROR

Return of assets independent of cash flows

approx. +20 % (since the first €1,000 grew longer)

IRR

Considers timing of deposits

approx. +13 %

Interpretation:

  • The simple return shows that overall, you earned 10 % on your invested capital.

  • The TTWROR shows the performance of your assets themselves, without influence from additional deposits.

  • The IRR shows how efficiently your money actually grew over time, including all deposits.

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