XIRR

Investment internal rate of return

Description

Calculates an investment's internal rate of return, using a series of cash flows that are potentially irregular.

Function signature

XIRR(сashflowamounts: Array, сashflowdates: Array, rateguess: Number = 0.1) => Number

Parameter

Description

Сashflow amounts

A list or range containing the income or payments associated with the investment.

Сashflow dates

A list or range with dates corresponding to the cash flows in cashflow amounts.

Rate guess

An estimate for what the internal rate of return will be.

Examples

values1 = [-1000,1000,2000,3000,5000]
dates1 = [
"2000-01-01T13:06:15+03:00",
"2004-02-03T13:06:15+03:00",
"2008-03-07T13:06:15+03:00",
"2012-04-09T13:06:15+03:00",
"2016-05-12T13:06:15+03:00"
]
dates2 = [
"2000-01-01T13:06:15+03:00",
"2001-02-03T13:06:15+03:00",
"2002-03-07T13:06:15+03:00",
"2003-04-09T13:06:15+03:00",
"2004-05-12T13:06:15+03:00"
]

Formula

Return value

XIRR(values1, dates1)

0.2567962754481638

XIRR(values1, dates1, 0.2)

0.25679628

XIRR(values1, dates2, 0.2)

1.35712007