Time Weighted Return (TWR) eliminates the impact of the timing of cash flows leaving only the effect of the market and manager actions. Money Weighted Return  (MWR) considers the timing of cash flows, market and manager actions…

Rank-Adjusted Weight is a metric that recalibrates the portfolio or holding weight of securities according to their relative ranking within a given Investment Theme. Rather than treating all securities equally, this measure provides a more precise representation of a portfolio's effective thematic exposure by attributing greater weight to higher-ranked securities — those most central to the theme — while proportionally discounting lower-ranked securities that maintain a more peripheral association with the theme…

Our Money Weighted Return and Time Weighted Return White Paper outlines the calculation details for Time Weighted Return (TWR)…

Summing Contribution to Returns (CTR) for Accounts (or Symbols, or Long v. Short, or Regions, or Sectors etc.) is not expected to equal the Cumulative Account Return except when running 1D time periods. This is due to how cumulative returns are calculated (returns over a time period). Please review our …

Cumulative Time Weighted Return (TWR) is calculated by geometrically linking the sub period (daily) returns. Please review our Money Weighted Return and Time Weighted Return…

Please review our Risk Measures and Exposure White Paper that outlines the calculations for exposure…

Our Money Weighted Return and Time Weighted Return White Paper outlines the calculation details for Money Weighted Return (MWR)…

Please review our Performance Attribution White Paper that outlines the calculation details for performance attribution…

Please review our Risk Measures and Exposure White Paper that outlines the calculation details for the risk measures. Risk Measures are only applicable to the Time Weighted Return (TWR) performance measure…

Historical US 3 Month Treasury Bill rates are used as the risk free rate when calculating Alpha, the Sharpe ratio, the Sortino ratio, and the downside deviation…

PortfolioAnalyst money and time weighted returns are now Global Investment Performance (GIPS) verified. Please find our Verification report here: https://ndcdyn.interactivebrokers.com/download/Alpha-Verification-Report-IBKR.pdf…