The unrealised portion of my ETF portfolio is profitable. The closed position is unprofitable but nett off, this ETF is in a profit position. Why does the time weighted and XIRR show -ve?
Hmm… Let me take a look.
Initial findings is likely due to the long stretch of portfolio “ETF” being empty from 2019-08-20 till 2020-01-23
Will continue to investigate.
Okay. Found the issue and released a fix. Please verify.
thanks for the quick fix! The XIRR is now +ve but the time weighted is not. I am really sure if it is correct becoz i dunno how to compute.
I checked. The issue is only with XIRR. Time weighted looks reasonable to me. It is possible for time weighted to be negative while overall p&l is positive since time weighted ignores the effect of portfolio size.