Creating 15 Year Rolling Real IRR

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Anon9001
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Creating 15 Year Rolling Real IRR

Post by Anon9001 »

I am calculating Rolling IRR by using both the RATE and Harmonic Mean function in Excel. This method is assuming same cash flows at regular intervals. I got it from this thread here:viewtopic.php?p=5038754#p5038754

I am having Shiller's US Stock Market going back to 1871 and I use the method for calculating Rolling IRR on the "Real Total Return Price" Index that Shiller is having in his Excel sheet. Am I correct in that I am assuming constant inflation adjusted cash flows by doing so? Is this also correct method to calculate Rolling 15 Year Real IRR? Link to excel sheet if interested.

Thanks.
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