Glossary · Performance and reporting

Dollar-weighted return

Dollar-weighted return, also called money-weighted or internal rate of return, measures the return the client actually earned, including the effect and timing of their own contributions and withdrawals.

Where time-weighted return evaluates the manager, dollar-weighted return evaluates the outcome. The two can differ substantially for a client with large or badly timed flows.

Most disputes about performance are really a disagreement about which of these two numbers the conversation is about.

Read more: Who owns the number? →