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What is the Information Ratio?

The Information Ratio (IR) measures how much excess return a portfolio manager generates relative to a benchmark, per unit of the risk taken to achieve that excess return (tracking error).

The formula

Information Ratio = (Portfolio Return − Benchmark Return) / Tracking Error. A higher IR indicates the manager consistently added value relative to the benchmark rather than getting lucky with a few large bets.

This calculator is for general investment-analysis education, not investment advice.

Last reviewed August 2026