ex-ante, ex-post and "regular" Information ratio

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shootforthestars1

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I apologise for I know this is an obviously ridiculous question but I’m quite confused b/w the 3 aforementioned metrics of performance.
I cannot just memorise things without understanding so can anyone pls explain what’s the logical difference b/w the three? As far as I understand all these explain Alpha vs risk.
 
I believe they are the same thing, just the data they deal with is different:
ex-ante IR - expected future residual return and risk
ex-post IR - realized past residual return and risk
“regular” IR - helps further explain active portfolio management through IC and breath.
 
Regular IR = alpha / w = IC x BR^0.5
Ex ante is the IR you are anticipating, it’s ALWAYS positive (why would you give your money to a fund manager for which you are expecting a negative IR?)
Ex-post is (t-stat of intercept / observations^0.5) and can be positive or negative.
 
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