Interest rate cash flow hedge gain loss reclassified to earnings net of mark to market.

No definition available.

Name:	irt_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNetOfMarkToMarket
Namespace Prefix:	irt_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeCapInterestRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFloorInterestRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Stated rate on an interest rate forward or futures contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeForwardInterestRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Estimated period for the anticipated transfer of gain (loss), net, from accumulated other comprehensive income into earnings, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossReclassificationFromAccumulatedOCIToIncomeEstimateOfTimeToTransfer1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Definition

The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 6
-URI https://asc.fasb.org/extlink&oid=121549185&loc=d3e80845-113994

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossReclassificationFromAccumulatedOCIToIncomeEstimatedNetAmountToBeTransferred
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Fixed interest rate that will be received or paid upon exercise of the interest rate swaption contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeSwaptionInterestRate
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:percentItemType
Balance Type:	na
Period Type:	instant

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=irt_ForwardInterestRateCollarMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=irt_ForwardInterestRateSwapMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=irt_InterestRateCollarMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_StatementScenarioAxis=srt_ScenarioForecastMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=irt_InterestRateSwapAndCollarsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Derivative Financial Instruments - Additional Information (Detail) - USD ($)	12 Months Ended
	Dec. 31, 2022	Dec. 31, 2021	Dec. 31, 2020	Nov. 17, 2024	Jan. 17, 2024	Jul. 12, 2022	Jun. 17, 2021	Mar. 02, 2020	May 09, 2019	Nov. 30, 2018	Oct. 17, 2018	Nov. 17, 2017	Jun. 24, 2016
Derivative Instruments Gain Loss [Line Items]
Realized gains (losses) on interest rate hedges reclassified to earnings	$ (1,296,000)	$ 8,136,000	$ (5,352,000)
Forward Interest Rate Collar
Derivative Instruments Gain Loss [Line Items]
Interest rate cap strike rate						2.50%
Floor interest rate						1.50%
Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Notional value	750,000,000	400,000,000
Strike rate								0.985%	2.176%
Derivative, strike rate for the interest rate swap contract							1.1325%						1.145%
Cash Flow Hedge \| Interest rate swaps
Derivative Instruments Gain Loss [Line Items]
Notional value	300,000,000	150,000,000							$ 150,000,000				$ 150,000,000
Cash Flow Hedge \| Forward Interest Rate Swap
Derivative Instruments Gain Loss [Line Items]
Notional value	200,000,000	0						$ 150,000,000
Cash Flow Hedge \| Interest rate collars
Derivative Instruments Gain Loss [Line Items]
Notional value	250,000,000	$ 250,000,000								$ 150,000,000	$ 100,000,000	$ 100,000,000
Interest rate cap strike rate											2.50%	2.00%
Floor interest rate											2.25%	1.25%
Cash Flow Hedge \| Forward Interest Rate Collar
Derivative Instruments Gain Loss [Line Items]
Notional value						$ 200,000,000
Cash Flow Hedge \| Forward Interest Rate Collar \| Forecast
Derivative Instruments Gain Loss [Line Items]
Notional value				$ 100,000,000	$ 100,000,000
Cash Flow Hedge \| Interest Rate Swaps and Collars
Derivative Instruments Gain Loss [Line Items]
Gains expected to be reclassified out of accumulated other comprehensive income (loss) to earnings in future	$ (14,809,000)
Estimated time for reclassification out of accumulated other comprehensive income (loss) to earnings	12 months