Chart Library

The data provided in charts referring to IFA Index Portfolios or IFA Indexes is hypothetical back-tested performance and is not actual client performance. Performance data for the IFA Index Portfolios is shown net of IFA's highest advisory fee and the underlying mutual fund expenses. IFA Indexes when shown individually do not reflect a deduction of advisory fees. None of the data reflects trading costs or taxes, which would have lowered performance by these costs. See more important disclosures at ifabt.com.
Risk vs. Return
Multi-Period Returns
1
Multi-Period Returns
Risk Return Scatter Plot
2
Risk Return Scatter Plot
High-Low $
3
High-Low $
Why Diversify Stocks
4
Why Diversify Stocks
Gold and Silver vs. IFA Index Portfolios and IFA Indexes
5
Gold and Silver vs. IFA Index Portfolios and IFA Indexes
Why Diversify International
6
Why Diversify International
Roller Coaster
7
Roller Coaster
Short-Term Size & Value Differences
8
Short-Term Size & Value Differences
Monthly Returns of IFA Index Portfolios
9
Monthly Returns of IFA Index Portfolios
High-Low %
10
High-Low %
Risk and Reward of IFA Indexes
11
Risk and Reward of IFA Indexes
Risk and Return of 20 IFA Index Portfolios and IFA SP 500 Index
12
Risk and Return of 20 IFA Index Portfolios and IFA SP 500 Index
Annual Returns of 20 IFA Index Portfolios and IFA SP 500 Index Since 1928
13
Annual Returns of 20 IFA Index Portfolios and IFA SP 500 Index Since 1928
Annual Returns of 15 IFA Indexes
14
Annual Returns of 15 IFA Indexes
Index Portfolio Risk and Return Data
15
Index Portfolio Risk and Return Data
The 2010s: Risk and Return of IFA Indexes
16
The 2010s: Risk and Return of IFA Indexes
The 2000s: Risk and Return of IFA Indexes
17
The 2000s: Risk and Return of IFA Indexes
The 1990s: Risk and Return of IFA Indexes
18
The 1990s: Risk and Return of IFA Indexes
The 1980s: Risk and Return of IFA Indexes
19
The 1980s: Risk and Return of IFA Indexes
The 1970s: Risk and Return of IFA Indexes
20
The 1970s: Risk and Return of IFA Indexes
Five Decades: Risk and Return of IFA Indexes
21
Five Decades: Risk and Return of IFA Indexes
IFA California Muni Index Portfolios vs. Pre/Post-Federal Taxes IFA Index Portfolios
22
IFA California Muni Index Portfolios vs. Pre/Post-Federal Taxes IFA Index Portfolios
IFA New York Muni Index Portfolios vs. Pre/Post-Federal Taxes IFA Index Portfolios
23
IFA New York Muni Index Portfolios vs. Pre/Post-Federal Taxes IFA Index Portfolios
Time Diversification of IFA Index Portfolios
24
Time Diversification of IFA Index Portfolios
Fortune Magazine's Most Admired Companies from 2001 and IFA Index Portfolios
25
Fortune Magazine's Most Admired Companies from 2001 and IFA Index Portfolios
The Decline of Warren Buffett's Alpha
26
The Decline of Warren Buffett's Alpha
Estimates of Concentration Risk: Indexes vs. One Stock in that Index
27
Estimates of Concentration Risk: Indexes vs. One Stock in that Index
Distributions
Random Walk
28
Random Walk
Distribution Monthly
29
Distribution Monthly
Histograms of SPIEs
30
Histograms of SPIEs
Distribution Monthly
31
Distribution Monthly
Estimated Distributions
32
Estimated Distributions
Historical Returns
33
Historical Returns
Premium Distributions
34
Premium Distributions
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
35
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
Bell-Shaped Curve Showing Standard Deviations
36
Bell-Shaped Curve Showing Standard Deviations
Histogram of the Daily Percentage Returns for the IFA SP 500 Index for 2020
37
Histogram of the Daily Percentage Returns for the IFA SP 500 Index for 2020
Research
Dimensions of Returns
38
Dimensions of Returns
Performance of Premiums
39
Performance of Premiums
Dimensions of Global Returns
40
Dimensions of Global Returns
Integrating Multiple Premiums
41
Integrating Multiple Premiums
Diversification
42
Diversification
IFA Client Success
43
IFA Client Success
Fiduciary-Minded Advisor
44
Fiduciary-Minded Advisor
Performance Persistence
45
Performance Persistence
Manager's Performance
46
Manager's Performance
Before & After Hiring
47
Before & After Hiring
Country Rotation
48
Country Rotation
Style Drifters
49
Style Drifters
t-Stat of Alpha
50
t-Stat of Alpha
Stock Rotation
51
Stock Rotation
Industrial Rotation
52
Industrial Rotation
Forecast Accuracy
53
Forecast Accuracy
Average Annualized Returns for S&P 500 Index After Market Highs and Declines
54
Average Annualized Returns for S&P 500 Index After Market Highs and Declines
Style Drifters Across Decades
55
Style Drifters Across Decades
Intra-Year vs. Year-End
56
Intra-Year vs. Year-End
Significance of Alpha of US Based Principal Funds with 10 Yrs of Data*
57
Significance of Alpha of US Based Principal Funds with 10 Yrs of Data*
Significance of Alpha of US Based Legg Mason Mutual Funds with 10 Yrs of Data*
58
Significance of Alpha of US Based Legg Mason Mutual Funds with 10 Yrs of Data*
Market Timing Small-Caps: Missing The Best Days
59
Market Timing Small-Caps: Missing The Best Days
Market Timing: Growth of  $1,000 in the IFA SP 500 Index
60
Market Timing: Growth of $1,000 in the IFA SP 500 Index
Market Timing Large Caps: Missing the Best Days
61
Market Timing Large Caps: Missing the Best Days
Returns During Republican and Democrat Unified Government Control
62
Returns During Republican and Democrat Unified Government Control
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: Fixed Income
63
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: Fixed Income
SPIVA Mid-Year 2021: Survivorship: Major Equity Classes
64
SPIVA Mid-Year 2021: Survivorship: Major Equity Classes
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: U.S. Equity
65
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: U.S. Equity
The Value of Human and Financial Capital in IFA Index Portfolios
66
The Value of Human and Financial Capital in IFA Index Portfolios
The Dalbar Study 2019
67
The Dalbar Study 2019
SPIVA Mid-Year 2021: Style Consistency: Major Equity Classes
68
SPIVA Mid-Year 2021: Style Consistency: Major Equity Classes
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: International Equity
69
SPIVA Mid-Year 2021: Active Funds vs. Their Benchmarks: International Equity
Epidemics and Stock Market Performance
70
Epidemics and Stock Market Performance
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
71
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
U.S. Equity Returns Following Sharp Downturns
72
U.S. Equity Returns Following Sharp Downturns
Emotions of Active Investors
73
Emotions of Active Investors
Breakdown of Vanguard Advisor's Alpha
74
Breakdown of Vanguard Advisor's Alpha
Change in Net Asset Flow by Broad Asset Class
75
Change in Net Asset Flow by Broad Asset Class
Average Total Returns after Downturns: Fama/French Total US Market Research Index
76
Average Total Returns after Downturns: Fama/French Total US Market Research Index
Time Series Construction of the IFA Indexes
77
Time Series Construction of the IFA Indexes
Riskese: The Language of Risk
78
Riskese: The Language of Risk
Emotions of Passive Investors
79
Emotions of Passive Investors
How to Calculate a t-statistic for Any Data Set
80
How to Calculate a t-statistic for Any Data Set
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
81
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
Number of Years Needed for a Statistically Significant Alpha
82
Number of Years Needed for a Statistically Significant Alpha
Why Investors Might Think Twice About Chasing the Biggest Stocks
83
Why Investors Might Think Twice About Chasing the Biggest Stocks
Comparisons
Vanguard vs DFA - Comparisons
84
Vanguard vs DFA - Comparisons
Decline of Warren Buffet's Alpha
85
Decline of Warren Buffet's Alpha
Index Comparisons
86
Index Comparisons
Compare Portfolios
87
Compare Portfolios
Pos vs Neg Returns
88
Pos vs Neg Returns
IP 100 vs IFA SP 500
89
IP 100 vs IFA SP 500
Growth of a Dollar for IFA Indexes Over Selected Periods (Log Scale)
90
Growth of a Dollar for IFA Indexes Over Selected Periods (Log Scale)
The Return Differences of US Small Value Index minus US Large Growth Index
91
The Return Differences of US Small Value Index minus US Large Growth Index
The Return Differences of US Small Cap Stocks minus US Large Cap Stocks
92
The Return Differences of US Small Cap Stocks minus US Large Cap Stocks
The Return Differences of Total US Market minus 30-day T-Bill
93
The Return Differences of Total US Market minus 30-day T-Bill
The Return Difference of US Value Stocks minus US Growth Stocks
94
The Return Difference of US Value Stocks minus US Growth Stocks
Dimensional Funds, Indexes and Benchmarks Portfolios
95
Dimensional Funds, Indexes and Benchmarks Portfolios
Dimensional Funds vs. Dimensional Indexes
96
Dimensional Funds vs. Dimensional Indexes
Short-Term Size and Value Differences
97
Short-Term Size and Value Differences