Flow-Based Performance

Accurate performance calculations at the level of any defined portfolio for any period of time

Portfolio level performance using market values and inflows/outflows may be calculated within the SAYS platform using, at the portfolio level, either multi-period Dietz or exact IRR methodologies or an exact TWR method if valuations are available on each day with a flow. We also offer multiple Dietz methodologies at the component or issue level within each day. This module is ideally suited for calculating performance for portfolios containing illiquid alternative assets and, when the component level data is available, includes the ability to segment assets and utilize drilldown reporting.

Read how Opturo's proprietary IRR engine fixes the issues found in traditional IRR calculations like Excel's XIRR function.

Download the Excel spreadsheet that illustrates the issues with Excel's XIRR.

• Private Equity performance
• Private Real Estate performance
• Infrastructure performance
• Venture Capital performance

Transaction-Based Performance

Accurate performance calculations using TWR at all levels of a portfolio at any time period

For users who require security/component level analytics and reporting, transaction-based performance utilizing multiple Modified Dietz methodologies are available. Do not have transaction data? No problem, as the platform also offers a Buy and Hold methodology. The SAYS platform enables users to utilize any segmentation logic which is reflected in user data, whether it is traditional segments such as Sector or firm-specific quants scores, etc.

• Appropriate transaction-based performance at all portfolio levels and through time
• Ability to customize segmentation logic to reflect firm-specific requirements
• Security-level performance which enables attribution analytics
• Deploy static or dynamic segmentation categories using various bucketing methodologies