XIRR Function

XIRR.js

// Copyright (c) 2012 Sutoiku, Inc. (MIT License)
 
// Some algorithms have been ported from Apache OpenOffice:
 
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 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
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function XIRR(values, dates, guess) {
  // Credits: algorithm inspired by Apache OpenOffice
  
  // Calculates the resulting amount
  var irrResult = function(values, dates, rate) {
    var r = rate + 1;
    var result = values[0];
    for (var i = 1; i < values.length; i++) {
      result += values[i] / Math.pow(r, moment(dates[i]).diff(moment(dates[0]), 'days') / 365);
    }
    return result;
  }

  // Calculates the first derivation
  var irrResultDeriv = function(values, dates, rate) {
    var r = rate + 1;
    var result = 0;
    for (var i = 1; i < values.length; i++) {
      var frac = moment(dates[i]).diff(moment(dates[0]), 'days') / 365;
      result -= frac * values[i] / Math.pow(r, frac + 1);
    }
    return result;
  }

  // Check that values contains at least one positive value and one negative value
  var positive = false;
  var negative = false;
  for (var i = 0; i < values.length; i++) {
    if (values[i] > 0) positive = true;
    if (values[i] < 0) negative = true;
  }
  
  // Return error if values does not contain at least one positive value and one negative value
  if (!positive || !negative) return '#NUM!';

  // Initialize guess and resultRate
  var guess = (typeof guess === 'undefined') ? 0.1 : guess;
  var resultRate = guess;
  
  // Set maximum epsilon for end of iteration
  var epsMax = 1e-10;
  
  // Set maximum number of iterations
  var iterMax = 50;

  // Implement Newton's method
  var newRate, epsRate, resultValue;
  var iteration = 0;
  var contLoop = true;
  do {
    resultValue = irrResult(values, dates, resultRate);
    newRate = resultRate - resultValue / irrResultDeriv(values, dates, resultRate);
    epsRate = Math.abs(newRate - resultRate);
    resultRate = newRate;
    contLoop = (epsRate > epsMax) && (Math.abs(resultValue) > epsMax);
  } while(contLoop && (++iteration < iterMax));

  if(contLoop) return '#NUM!';

  // Return internal rate of return
  return resultRate;
}

Hey, @ghalimi thanks for the script, it's a saver. A little fix is required due to the changed moment.diff() behaviour:

https://momentjs.com/docs/#/displaying/difference/
By default, moment#diff will truncate the result to zero decimal places, returning an integer. If you want a floating point number, pass true as the third argument. Before 2.0.0, moment#diff returned a number rounded to the nearest integer, not a truncated number.

Sometimes, depending on the dates and timezones it returns not the expected results and the XIRR differs from what we get in Excel or Google Sheets. Lines 34 and 44 should have:
Math.round(moment(dates[i]).diff(moment(dates[0]), 'days', true))
instead of:
moment(dates[i]).diff(moment(dates[0]), 'days')

@wocoburguesa This might be the reason for your issue.

@ghalimi Thanks for the script!

Why this dataset returns NaN?

const values = [
  -1.00250692,
  -100.250692,
  -1.00250692,
  -100.250692,
  53.49105162911925,
  32.55768506535615
]
const dates = [
  "2021-07-09",
  "2021-07-09",
  "2021-07-09",
  "2021-07-09",
  "2022-02-25",
  "2022-02-25"
]
XIRR(values, dates); // NaN

Found replacement package
https://github.com/eric-malachias/irr