Portfolio returns calculator
Justus Pendleton
https://github.com/hoostus/portfolio-returns
All it does it output a single number -- the rate of return. The only real work this script does is crawl through beancount files and figure out what cashflows in & out of the account there were over the specified time period. Then it feeds those cashflows into an IRR calculation.
Here's the return over the past 1 year.
> python irr.py --account Assets:US:Vanguard:Roth --1year /Volumes/my_docs/beancount/my.beancount --internal Income:TaxFree:Dividends
0.72%
(Apparently not a fantastic year for my Roth IRA!)
Here's the return year-to-date.
> python irr.py --account Assets:US:Vanguard:Roth --ytd /Volumes/my_docs/beancount/my.beancount --internal Income:TaxFree:Dividends
115.86%
(All numbers are annualised, so even a tiny increase after 19 days results in a huge annual rate of return.)
It seems to work the way I expect on my own beancount file and a few other small test cases I put together. Feel free to email me or post here if you have problems, suggestions, etc.
Patrick Ruckstuhl
Hi,
That looks very interesting. I'm doing something similar right now.
Two things that I found necessary/helpful:
* I have one interest account and I just tie it to the security by adding an empty posting.
e.g.
2015-01-22 * "Dividend"
Assets:Investment:CHCORP 0 CHCORP
Assets:Liquidity:CHF 20.00 CHF
Income:Patrick:Interest -20.00 CHF
That way I can tie all the flows together for CHCORP
* Another thing is to make sure to prevent transactions between different investments in the same transaction as this confuses my logic, so I'm preventing this by
import collections
from beancount.core import getters
from beancount.core import data
__plugins__ = ['check']
MixedInvestAssets = collections.namedtuple('MixedInvestAssets',
'source message entry')
def check(entries, options_map):
errors = []
commodity_map = getters.get_commodity_map(entries,
create_missing=True)
commodity_type_map = getters.get_values_meta(commodity_map,
'type')
for entry in data.filter_txns(entries):
ccys = set()
for posting in entry.postings:
ccy = posting.units.currency
if commodity_type_map[ccy] == 'invest':
ccys.add(ccy)
if len(ccys) > 1:
errors.append(MixedInvestAssets(
entry.meta,
"Transaction with two or more different investment
postings",
entry
))
return entries, errors
Regards,
Patrick
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Justus Pendleton
Two things that I found necessary/helpful:
Martin Blais
On Sunday, January 20, 2019 at 11:16:14 PM UTC+7, Patrick Ruckstuhl wrote:Two things that I found necessary/helpful:
Yeah, as I worked on this and thought about I realised it is pretty hard to make something that is totally universal because of issues like the ones you point out.
A posting can -- at least in theory, though in practice I think it is probably uncommon -- refer to multiple securities, which then makes attributing performance impossible without some way to disambiguate.
Similarly, income like interest/dividends isn't explicitly attributed to a security -- unless you go out of your way to make separate income accounts for each security, which feels a bit over-the-top. In my personal beancount files I set the payee to the name of the fund but you can't really rely on other people following that convention. I suppose you could use metadata.
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Alen Šiljak
Patrick Ruckstuhl
Hi,
another way (that I'm doing) is to link the interest/dividens to the security by a 0 amount transaction on the security, that way I can easily query them.
e.g.
2014-07-15 * "Dividend"
Assets:Broker:FooStock 0 FooStock
Assets:Broker:Liquidity 100 CHF
Income:Interest -100 CHF
and then I can fetch out the interest for FooStock by a query like
- select
- sum(number) as amount
- from
- has_account("Assets:Broker:FooStock")
- where
- account="Income:Interest"
Regards,
Patrick
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Alen Šiljak
Red S
- also allow as a beancount option
- automatically fetch prices for the commodities needed on the start and end dates, before computing rate of return
- pretty summary: (start, contribs, end) values
- even better: generate visualizations (graphs), perhaps as a plugin to fava
- option to start/end at beginning and end month (as some institutions do)
Justus Pendleton
On Monday, May 20, 2019 at 3:55:06 PM UTC+7, Red S wrote:
These are some of the things I'd love to see, and will start coding them up soon. Are you open to PRs?
- option to start/end at beginning and end month (as some institutions do)