The “game” is tracking portfolio IRR through time. We will be tracking both a best and worst case value. The best case assumes the entire account value will be received at the time of the update. The model case assumes that all loans 1 month or more late will be wroth zero.
Here is the “Game” definition: Prosper Lender IRR “Game”
Here is the a sample spreadsheet: Prosper IRR Spreadsheet.
The “Game”’s tracking page is at Prosper.com IRR Lender “Game” Tracking Page
If you your like to be included in the game please send your results with permission to publish and a short writeup… I can be reached by email at kevin (at) rateladder [dot] com.
| RateLadder_com | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/17/07 | 12.61% | 12.61% | 12.61% | |
| 3/1/07 | 12.86% | 12.86% | 12.86% | |
| 4/1/07 | 3.33% | 13.66% | 8.49% | |
| 5/1/07 | 3.57% | 14.04% | 8.81% | |
| 7/1/07 | 5.75% | 17.61% | 11.68% | |
| 8/1/07 | 0.57% | 15.27% | 7.92% | |
| 9/1/07 | 2.75% | 14.27% | 8.51% | |
| 10/1/07 | 0.61% | 15.10% | 7.86% | 183 |
| 11/1/07 | (0.57%) | 16.14% | 7.79% | 187 |
| pensioner | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/16/07 | 7.08% | 25.23% | 16.16% | |
| 3/8/07 | 3.71% | 25.53% | 14.62% | |
| 4/4/07 | 0.97% | 25.94% | 13.45% | |
| 5/1/07 | (9.81%) | 26.24% | 8.22% | |
| 7/1/07 | (11.41%) | 15.22% | 1.90% | |
| 8/1/07 | (13.82%) | 18.10% | 2.14% | |
| 9/1/07 | (13.90%) | 10.13% | (1.88%) | |
| 10/1/07 | (11.39%) | 12.19% | 0.40% | 361 |
| 11/1/07 | 390 | |||
| epetroel | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/19/07 | 12.71% | 15.87% | 14.29% | |
| 3/1/07 | 10.08% | 15.95% | 13.02% | |
| 4/1/07 | 8.07% | 16.19% | 12.13% | |
| 5/1/07 | 4.66% | 16.39% | 10.53% | |
| 7/1/07 | 2.12% | 12.48% | 7.30% | |
| 8/1/07 | 1.93% | 12.62% | 7.28% | |
| 9/1/07 | 0.07% | 9.85% | 4.96% | |
| 10/1/07 | 3.38% | 10.00% | 6.69% | 272 |
| 11/1/07 | 281 | |||
| leporello | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/19/07 | (10.04%) | 16.61% | 3.29% | |
| 3/9/07 | (5.45%) | 16.64% | 5.60% | |
| 4/1/07 | (3.10%) | 16.65% | 6.78% | |
| 5/1/07 | 0.18% | 16.98% | 8.58% | |
| 7/1/07 | 4.45% | 14.47% | 9.46% | |
| 8/1/07 | 2.61% | 14.78% | 8.69% | |
| 9/1/07 | (1.35%) | 11.67% | 5.16% | |
| 10/1/07 | (2.91%) | 12.09% | 4.59% | 182 |
| 11/1/07 | 205 | |||
| LazyMan | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/17/07 | (0.93%) | 20.75% | 9.91% | |
| 3/1/07 | 1.06% | 21.04% | 11.05% | |
| 4/1/07 | 5.62% | 21.56% | 13.59% | |
| 5/1/07 | 5.07% | 21.97% | 13.52% | |
| 7/1/07 | (3.40%) | 19.18% | 7.89% | |
| 8/1/07 | (5.31%) | 20.59% | 7.64% | |
| 9/1/07 | (8.31%) | 17.55% | 4.62% | |
| 10/1/07 | (10.70%) | 18.92% | 4.11% | 202 |
| 11/1/07 | 225 | |||
| Retireme99 | ||||
|---|---|---|---|---|
| Date | Model IRR | Best IRR | Avg IRR | Avg Loan Age |
| 2/20/07 | 10.16% | 14.88% | 12.54% | |
| 3/1/07 | 8.94% | 15.04% | 11.99% | |
| 4/1/07 | 6.98% | 15.66% | 11.32% | |
| 5/1/07 | 3.20% | 16.35% | 9.78% | |
| 7/1/07 | (7.53%) | 13.14% | 2.81% | |
| 8/1/07 | (0.91%) | 16.31% | 7.70% | |
| 9/1/07 | (3.64%) | 13.10% | 4.73% | |
| 10/1/07 | (5.17%) | 13.52% | 4.18% | 255 |
| 11/1/07 | 265 | |||
