INREV Living Fund Index

The Living Fund Index Analysis Tool allows members to slice and dice our INREV Living Fund Index and create their own tailored indices, compare their vehicles against INREV indices or customised indices.

Living index analysis tool

Index level performance measurement

Fund level performance is calculated using the Modified Dietz methodology. Quarterly performance is measured by time weighted returns over the measurement period. Income return, capital growth and total return are calculated for the measurement period. Further information can be found in the Index Methodology Guide below.

INREV Index Methodology Guide

The INREV Living Fund Index is built on the data contributed by our members. By sharing your fund performance data, you play a key role in strengthening market transparency and enhancing the accuracy of our indices. Aggregated results contribute to the INREV Quarterly Index, while individual fund data enhances the INREV Vehicle Universe, offering valuable insights to investors and managers. 

Contribute data

How to provide data 

For each fund, click on "+Add financial period data", provide the required information for the quarter and sign off the data once you are satisfied with its accuracy. Eligible vehicles may be included in the INREV Vehicle Universe, INREV Index, German Vehicles Index, European ODCE Index or INREV IRR Index. 

Data validation 

Data validation is carried out in a three-step process: 

1. Systems based validation – the system uses rules-based algorithm to validate data
2. Member approval – the member needs to approve information before submission to INREV
3. INREV verification – the INREV team verifies information before inclusion to the database 

Data confidentiality 

INREV does not disclose or share any performance data at the individual fund level. INREV will only use performance data in a composite, where the vehicle and the manager are not identifiable. For any questions or updates, contact research@inrev.org.