Define IRR and MoIC. Which is time-weighted, and why does a fund need to look at both?

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MoIC is total cash returned divided by total equity invested, so a 2.5x means you got back two and a half dollars for every dollar in. It is completely time-blind: a 2.5x in three years and a 2.5x in ten years are the same number. IRR is the discount rate that sets the NPV of all the deal's cash flows to zero, effectively the annualized compounding rate.

That makes IRR the time-weighted metric here: that same 2.5x MoIC is roughly a 36% IRR over three years but only about a 10% IRR over ten. A fund needs to look at both because each can badly mislead alone. A blistering IRR can come from a quick flip: a 1.3x realized in nine months prints over 40% IRR but adds barely any real money, and LPs cannot eat IRR.

On the flip side, a 3.0x over twelve years is only about a 9.6% IRR, public-return territory with a private-illiquidity penalty. Sponsors underwrite to both dimensions, typically targeting a 20 to 25% IRR and a 2.0 to 2.5x MoIC over five years, because the preferred-return hurdle is an IRR concept while returning the full fund is fundamentally a multiple concept.

Sources & uses

Sources
Term Loan B400
Senior notes250
Sponsor equity370
Total sources1,020
Uses
Purchase of equity900
Refinance existing debt100
Financing & advisory fees20
Total uses1,020
Illustrative figures

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  • A deal returns 2.0x. State the approximate IRR if the hold is 3 years and if it is 7 years, and explain why they differ.
  • A sponsor takes a $75M dividend recap in year 2 of a deal and exits in year 5. Explain the effect on MoIC and on IRR, and why they diverge.
  • Explain the reinvestment-rate assumption embedded in IRR and describe a situation where it materially overstates the economics of a deal. What alternative metric addresses it?
  • Why can a portfolio of quick 1.3x exits show a higher IRR but be a worse fund than a portfolio of 2.5x exits over five-year holds? Which metrics would an LP use to see through this?
  • Entry equity $350M. You receive a $120M dividend at the end of year 2 and $700M at exit at the end of year 5. Compute MoIC and estimate IRR to within a point or two, showing your iteration.
  • A deal exits at 2.6x after 4 years. The exit then slips to year 6 at the same dollar proceeds. Quantify the IRR in both cases, and compute roughly how much larger the year-6 proceeds must be to restore the year-4 IRR.
  • A fund uses a subscription line to delay capital calls by one year on a deal that returns 2.0x over what would otherwise be a 5-year LP hold. Estimate the reported IRR with and without the facility, name the costs the headline number hides, and explain how an LP should adjust.

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LBO returns: IRR, MoIC and the value bridge

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