Hi!
Working on a project where I need to calculate IRR. I am aware of the XIRR-formula but do not how I would calculate rolling IRR. The data is like this:
| Transcation type | Date | Amount |
| Capital call | 2019-09-30 | - 1 000 000 |
| Fair value | 2019-12-30 | 1 000 000 |
| Capital call | 2020-03-30 | - 500 000 |
| Capital call | 2020-09-07 | - 500 000 |
| Fair value | 2021-01-07 | 2 000 000 |
| Fair value | 2021-09-30 | 2 500 000 |
I want to ignore previous "fair value" when calculating IRR. When calculating IRR for 2019-12-30: only considering capital call from 2019-09-30 and fair value from 2019-12-30, while for 2021-09-30: only consider all capital calls and latest fair value ( 2 500 000), but ignore all else fair values (2 000 000, 1 000 000).
Would anyone be able to help?
