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jamessun1000's avatar
jamessun1000
Frequent Visitor
8 years ago

XIRR Function - CALC Filter Value

Hi 

 

I have a data table with raw information. This table lists all project infomration required to calculate XIRR. 

 

This includes cash flows, date information and is listed in one consolidated table (i.e. there are multiple Projects referred to as Cashflow ID's within the one table). 

 

How do I calculate the XIRR on the NetCashFlowBeforeInterest cash flows specific to the one particular CashFlowID?

 

CashFlowID-RawPeriod End-RawPeriod-RawNetCashFlowBeforeInterest- RawEquityCashFlow- RawXIRR-Raw
131-07-20 0:001-20000-2000014.0%
131-08-20 0:00240000050000014.0%
230-09-20 0:001-30000-3000010.0%
231-10-20 0:00220000025000010.0%
      
CashFlowID-SumXIRR-Sum    
114.0%    
210.0%    

 

 (Raw Data table and summary table presented above). 

 

Ideally I would like the XIRR value returned within the table (as above) or calculated in a seperate table linking to the cash flows. 

 

 

At the moment I am using the following:

XIRR - Raw = CALCULATE(XIRR(Raw Data Table,Raw Table[NetCashFlowBeforeInterest],Raw Table'[PeriodDate]),FILTER(Raw Table,Sum Table[CasfhlowID-Sum]=Raw Table[CashFlowID]))

 

 

Please help.

5 Replies

  • v-lili6-msft's avatar
    v-lili6-msft
    Community Support
    Can you show me the formula that you get the result (14.0%,14.0%,10.0%,10.0%) in the raw data table.
    I do a measure but the result is different from your "XIRR - Raw" . So please show me more details for me.
    thank you .
     
     
    Best Regards,
    Lin
    • jamessun1000's avatar
      jamessun1000
      Frequent Visitor

      Hi v-lili6-msft

       

      The 14% and 10% is there for illustration only to differentiate betwen detailed / raw data and the summary table. i.e. the 14% and 10% represent two unique projects IRR with the cash flows, dates and project identifier all in a single table (Rather than a pivot column).  

       

      I cannot get the XIRR formula to work when there are multiple project cash flows in the one column and I attempt to add in a filter. If i remove the filter and just do XIRR (TABLE,Values,Dates) it is one IRR value for every single row (as it thinks its one continuos cash flow)

       

       

      • jamessun1000's avatar
        jamessun1000
        Frequent Visitor

        v-lili6-msft

         

        An example of the data I am looking at is as follows: 

         

         NetCashFlowBeforeInterest PeriodDateCashFlowIDCorporateTaxPeriod EndPeriodXIRR
                                     (250,057)15-05-17145031-05-170 
                                                   -  15-07-17146031-07-170 
                                     (348,306)15-06-17145030-06-171 
                                     (250,010)15-08-17146031-08-171 
                                 (7,759,974)15-07-17145031-07-172 
                                 (3,001,440)15-09-17146030-09-172 
                                     (151,709)15-08-17145031-08-173 
                                          (3,850)15-10-17146031-10-173 
                                     (142,823)15-09-17145030-09-174 
                                     (180,968)15-11-17146030-11-174 
                                     (157,490)15-10-17145031-10-175 
                                       (50,553)15-12-17146031-12-175 
                                     (155,955)15-11-17145030-11-176 
                                       (18,794)15-01-18146031-01-186 
                                     (621,471)15-12-17145031-12-177 
                                       (23,427)15-02-18146028-02-187 
                                     (235,838)15-01-18145031-01-188 
                                       (43,211)15-03-18146031-03-188 
                                     (138,249)15-02-18145028-02-189 
                                       (35,640)15-04-18146030-04-189 
                                          36,21615-03-18145031-03-1810 
                                          51,71315-05-18146031-05-1810 
                                       (56,211)15-04-18145030-04-1811 
                                                   -  15-06-18146030-06-1811 
                                     (605,218)15-05-18145031-05-1812 
                                       (54,664)15-07-18146031-07-1812 
                                     (456,878)15-06-18145030-06-1813 
                                       (94,088)15-08-18146031-08-1813 
                                     (701,458)15-07-18145031-07-1814 
                                       (52,726)15-09-18146030-09-1814 
                                     (941,692)15-08-18145031-08-1815 
                                 (8,138,447)15-10-18146031-10-1815 
                                 (1,153,876)15-09-18145030-09-1816 
                                     (624,164)15-11-18146030-11-1816 
                                 (5,862,441)15-10-18145031-10-1817 
                                     (600,640)15-12-18146031-12-1817 
                                 (5,425,137)15-11-18145030-11-1818 
                                     (499,039)15-01-19146031-01-1918 
                               (39,483,915)15-12-18145031-12-1819 
                                     (612,957)15-02-19146028-02-1919 
                                     (729,184)15-01-19145031-01-1920 
                                     (469,591)15-03-19146031-03-1920 
                                     (708,178)15-02-19145028-02-1921 
                                 (1,966,873)15-04-19146030-04-1921 
                                     (669,823)15-03-19145031-03-1922 
                                     (119,278)15-05-19146031-05-1922 
                               (79,249,307)15-04-19145030-04-1923 
                                          (1,833)15-06-19146030-06-1923 
                                 (2,011,479)15-05-19145031-05-1924 
                                          38,31615-07-19146031-07-1924 
                                 (1,477,223)15-06-19145030-06-1925 
                                 19,431,44315-08-19146031-08-1925 
                                 (1,496,638)15-07-19145031-07-1926 
                                                   -  15-09-19146030-09-1926 
                                 (1,851,760)15-08-19145031-08-1927 
                                          30,28415-10-19146031-10-1927 
                                 (2,045,514)15-09-19145030-09-1928 
                                          (1,190)15-11-19146030-11-1928 
                                 (2,052,810)15-10-19145031-10-1929 
                                                   -  15-12-19146031-12-1929 
                                 (2,552,881)15-11-19145030-11-1930 
                                             (170)15-01-20146031-01-2030 
                                 (2,534,006)15-12-19145031-12-1931 
                                          (1,190)15-02-20146029-02-2031 
                                 (2,502,405)15-01-20145031-01-2032 
                                                   -  15-03-20146031-03-2032 
                                 (2,377,231)15-02-20145029-02-2033 
                                             (170)15-04-20146030-04-2033 
                                 (1,980,918)15-03-20145031-03-2034 
                                          (1,190)15-05-20146031-05-2034 
                                 (7,662,700)15-04-20145030-04-2035 
                                                   -  15-06-20146030-06-2035 
                               116,230,93515-05-20145031-05-2036 
                                             (170)15-07-20146031-07-2036 
                                 (1,587,657)15-06-20145030-06-2037 
                                          (2,891)15-08-20146031-08-2037 
                                 (1,475,437)15-07-20145031-07-2038 
                                                   -  15-09-20146030-09-2038 
                                 (1,967,288)15-08-20145031-08-2039 
                                          (1,232)15-10-20146031-10-2039 
                                 (2,233,785)15-09-20145030-09-2040 
                                          (1,190)15-11-20146030-11-2040 
                                 (2,562,115)15-10-20145031-10-2041 
                                                   -  15-12-20146031-12-2041 
                                 (2,716,351)15-11-20145030-11-2042 
                                             (170)15-01-21146031-01-2142 
                                 (1,892,247)15-12-20145031-12-2043 
                                          (1,190)15-02-21146028-02-2143 
                               (13,432,056)15-01-21145031-01-2144 
                                    1,807,50415-03-21146031-03-2144 
                               131,964,06015-02-21145028-02-2145 
               

         

        This represents two unique projects (Project ID 145 and 146). How do I calculate the IRR of each Project to be presented in the above table or calculated in another table on a project by project basis. 


        I do not want a rolling XIRR as I can see this in other sections of the forum.