Position-Level IRR Cross-Holdings Comparison

Polymorph

TWR only reflects price movement and ignores buy/sell timing — Ginkgo computes IRR at the individual position level for cross-portfolio comparison of true investor returns after every trade.

SCENARIO

Business Scenario

Family offices evaluating investment performance face two core problems: (1) For positions with recurring trades, TWR (time-weighted return) only reflects price movement, but actual investor returns depend on the timing and size of each buy/sell — only MWR (money-weighted return, i.e. IRR) correctly captures this. (2) The industry typically computes IRR in Excel at the family office total level at best, without drilling down to each account and each position for cross-portfolio comparison — meaning principals cannot see the true contribution of individual hedge funds / ETFs / active products.

MECHANISM

Mechanism · Core Engine

Polymorph

Using complete position and cash flow data, automatically computes MWR/IRR at the granularity of each account × each position (not just a single family office total), enabling side-by-side comparison across accounts / instruments / fund types to separate true investor returns (after all trades) from the underlying asset's standalone TWR.