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Glossary

IRR (Internal Rate of Return)

The annualised rate of return at which a project's NPV equals zero. The headline metric in private equity, project finance, and infrastructure investing.

Key takeaways

  • IRR is the discount rate that makes NPV = 0. Compare to your hurdle rate (typically WACC) — accept if IRR > hurdle.
  • In private equity, the headline base-case underwrite is typically 20%+ IRR, with bear scenarios above the cost of capital (10–12%).
  • Use =XIRR() with actual dates over =IRR() with annual periods — material when entry/exit aren't on year-ends.
  • IRR is misleading when comparing projects of different scale or duration. NPV is the cleaner ranking rule.
  • Cash-flow signs matter: investments are negative, returns are positive. Reversed signs return meaningless IRR.

The intuition

IRR answers: "what compound annual return is this cash-flow stream actually earning?" If you invest $100 and receive $200 in five years, the IRR is the rate at which $100 compounds to $200 over five years — which is roughly 14.9% per year. Mathematically, IRR is the discount rate that satisfies:

NPV = Σt=0n [ CFt / (1 + IRR)t ] = 0

There's no closed-form algebraic solution; spreadsheets compute IRR iteratively (Newton-Raphson or bisection). Excel: =IRR(cash_flows) for evenly-spaced periods or =XIRR(cash_flows, dates) for irregular timing.

Worked example — a private equity exit

Sponsor invests $430M of equity at deal close (negative cash flow). Five years later, the company is sold and equity proceeds are $1,350M (positive cash flow).

DateCash flow ($M)
2026-04-27 (close)(430)
2031-04-27 (exit)1,350

Excel: =XIRR(cash_flow_range, dates_range) ≈ 25.7% using two cells (−430, 1,350) and the matching close and exit dates. The sponsor delivered a 25.7% IRR over the 5-year hold.

With interim distributions (a dividend recap, say $200M in year 3), the IRR rises because capital is returned earlier:

DateCash flow ($M)
2026-04-27 (close)(430)
2029-04-27 (recap)200
2031-04-27 (exit)1,150

IRR rises to roughly 28% — same total proceeds ($1,350M) but capital returned earlier compounds at a higher rate. This is why dividend recaps boost reported IRR even when total dollar returns are unchanged.

IRR vs MOIC

Two return metrics, both useful:

IRRMOIC
DefinitionAnnualised returnMultiple of invested capital
Sensitive to timingYes — earlier cash boosts IRRNo — only total dollars matter
Dividend recapsBoost IRRNo effect
Hold periodEmbeddedNot reflected
Best forTime-weighted return comparisonDollar-amount return

Sponsors report both. A 3.0× MOIC over 5 years (IRR ~24.6%) is generally preferred to a 2.5× MOIC over 3 years (IRR ~35.7%), even though the latter has a higher IRR — because the absolute dollar return is larger and the firm gets to redeploy capital sooner. Total returns and time-weighted returns answer different questions.

The IRR pitfalls

  1. Multiple IRRs. If a project's cash flows change sign more than once (negative, positive, negative again), there can be multiple solutions to NPV = 0. Excel returns one; the rest are hidden. For non-conventional cash flows, use NPV instead.
  2. Reinvestment assumption. Standard IRR implicitly assumes interim cash flows are reinvested at the IRR — which is rarely realistic. Modified IRR (MIRR) lets you specify a separate reinvestment rate; use =MIRR(cash_flows, finance_rate, reinvest_rate) when this matters.
  3. Scale insensitivity. A small project with a high IRR can be worth less in absolute dollars than a large project with a lower IRR. Don't rank mutually exclusive projects on IRR alone.
  4. Wrong cash-flow signs. Investment must be negative, returns positive. Excel returns #NUM! or a meaningless number with reversed signs.
  5. Year-end vs actual dates. =IRR() assumes annual cash flows. Real deals close mid-year and exit mid-year — use =XIRR() with actual dates.

How Smalt AI builds it

LBO and project-finance models compute IRR via =XIRR() with the actual transaction dates, not annual periods. Returns analysis includes IRR, MOIC, and money-back date (when cumulative distributions cross the initial investment). Sensitivity tables on entry × exit multiple → IRR are standard and color-coded green > 20%, yellow 15–20%, red < 15%.

Further reading

  • Brealey, Myers & AllenPrinciples of Corporate Finance, chapter on alternatives to NPV.
  • Damodaran — discussion of IRR pitfalls and MIRR.

Related

NPV · LBO · WACC · Financial modeling