Modified Dietz method (English Wikipedia)

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Peter O. Dietz (1966). Pension Funds: Measuring Investment Performance. Free Press.
Philip Lawton, CIPM; Todd Jankowski, CFA (18 May 2009). Investment Performance Measurement: Evaluating and Presenting Results. John Wiley & Sons. pp. 828–. ISBN 978-0-470-47371-9. Peter O. Dietz published his seminal work, Pension Funds: Measuring Investment Performance, in 1966. The Bank Administration Institute (BAI), a U.S.-based organization serving the financial services industry, subsequently formulated rate-of-return calculation guidelines based on Dietz's work.
The C.F.A. Digest. Vol. 32–33. Institute of Chartered Financial Analysts. 2002. p. 72. A slightly improved version of this method is the day-weighted, or modified Dietz, method. This method adjusts the cash flow by a factor that corresponds to the amount of time between the cash flow and the beginning of the period.
Bruce J. Feibel (21 April 2003). Investment Performance Measurement. John Wiley & Sons. pp. 41–. ISBN 978-0-471-44563-0. One of these return calculation methods, the Modified Dietz method, is still the most common way of calculating periodic investment returns.

Dietz, Peter (May 1968). "Measurement of Performance of Security Portfolios COMPONENTS OF A MEASUREMENT MODEL: RATE OF RETURN, RISK, AND TIMING". The Journal of Finance. 23 (2): 267–275. doi:10.1111/j.1540-6261.1968.tb00802.x.