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
Growth of $ IFA US Indexes Long Term
28
Growth of $ IFA US Indexes Long Term
Random Walk
29
Random Walk
Distribution Monthly
30
Distribution Monthly
Histograms of SPIEs
31
Histograms of SPIEs
Distribution Monthly
32
Distribution Monthly
Estimated Distributions
33
Estimated Distributions
Historical Returns
34
Historical Returns
Premium Distributions
35
Premium Distributions
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
36
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
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
Bell-Shaped Curve Showing Standard Deviations
38
Bell-Shaped Curve Showing Standard Deviations
Research
Dimensions of Returns
39
Dimensions of Returns
Performance of Premiums
40
Performance of Premiums
Dimensions of Global Returns
41
Dimensions of Global Returns
Integrating Multiple Premiums
42
Integrating Multiple Premiums
Diversification
43
Diversification
IFA Client Success
44
IFA Client Success
Fiduciary-Minded Advisor
45
Fiduciary-Minded Advisor
Performance Persistence
46
Performance Persistence
Manager's Performance
47
Manager's Performance
Before & After Hiring
48
Before & After Hiring
Country Rotation
49
Country Rotation
Style Drifters
50
Style Drifters
t-Stat of Alpha
51
t-Stat of Alpha
Stock Rotation
52
Stock Rotation
Industrial Rotation
53
Industrial Rotation
Forecast Accuracy
54
Forecast Accuracy
Average Annualized Returns for S&P 500 Index After Market Highs and Declines
55
Average Annualized Returns for S&P 500 Index After Market Highs and Declines
Style Drifters Across Decades
56
Style Drifters Across Decades
Intra-Year vs. Year-End
57
Intra-Year vs. Year-End
Significance of Alpha of US Based Principal Funds with 10 Yrs of Data*
58
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*
59
Significance of Alpha of US Based Legg Mason Mutual Funds with 10 Yrs of Data*
Market Timing Small-Caps: Missing The Best Days
60
Market Timing Small-Caps: Missing The Best Days
Market Timing: Growth of  $1,000 in the IFA SP 500 Index
61
Market Timing: Growth of $1,000 in the IFA SP 500 Index
Returns During Republican and Democrat Unified Government Control
62
Returns During Republican and Democrat Unified Government Control
The Allure of Market Timing: Missing the Worst Days
63
The Allure of Market Timing: Missing the Worst Days
Market Timing Large Caps: Missing the Best Days
64
Market Timing Large Caps: Missing the Best Days
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: Fixed Income
65
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: Fixed Income
SPIVA Year-End 2021: Survivorship: Major Equity Classes
66
SPIVA Year-End 2021: Survivorship: Major Equity Classes
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: U.S. Equity
67
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: U.S. Equity
The Value of Human and Financial Capital in IFA Index Portfolios
68
The Value of Human and Financial Capital in IFA Index Portfolios
The Dalbar Study
69
The Dalbar Study
SPIVA Year-End 2021: Style Consistency: Major Equity Classes
70
SPIVA Year-End 2021: Style Consistency: Major Equity Classes
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: International Equity
71
SPIVA Year-End 2021: Active Funds vs. Their Benchmarks: International Equity
Epidemics and Stock Market Performance
72
Epidemics and Stock Market Performance
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
73
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
U.S. Equity Returns Following Sharp Downturns
74
U.S. Equity Returns Following Sharp Downturns
Emotions of Active Investors
75
Emotions of Active Investors
Breakdown of Vanguard Advisor's Alpha
76
Breakdown of Vanguard Advisor's Alpha
Change in Net Asset Flow by Broad Asset Class
77
Change in Net Asset Flow by Broad Asset Class
Average Total Returns after Downturns: Fama/French Total US Market Research Index
78
Average Total Returns after Downturns: Fama/French Total US Market Research Index
Riskese: The Language of Risk
79
Riskese: The Language of Risk
Time Series Construction of the IFA Indexes
80
Time Series Construction of the IFA Indexes
Emotions of Passive Investors
81
Emotions of Passive Investors
How to Calculate a t-statistic for Any Data Set
82
How to Calculate a t-statistic for Any Data Set
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
83
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
Number of Years Needed for a Statistically Significant Alpha
84
Number of Years Needed for a Statistically Significant Alpha
Why Investors Might Think Twice About Chasing the Biggest Stocks
85
Why Investors Might Think Twice About Chasing the Biggest Stocks
Comparisons
Vanguard vs DFA - Comparisons
86
Vanguard vs DFA - Comparisons
Vanguard vs. DFA in IFA Index Portfolios
87
Vanguard vs. DFA in IFA Index Portfolios
Decline of Warren Buffet's Alpha
88
Decline of Warren Buffet's Alpha
Index Comparisons
89
Index Comparisons
Compare Portfolios
90
Compare Portfolios
Pos vs Neg Returns
91
Pos vs Neg Returns
IP 100 vs IFA SP 500
92
IP 100 vs IFA SP 500
Growth of a Dollar for IFA Indexes Over Selected Periods (Log Scale)
93
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
94
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
95
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
96
The Return Differences of Total US Market minus 30-day T-Bill
The Return Difference of US Value Stocks minus US Growth Stocks
97
The Return Difference of US Value Stocks minus US Growth Stocks
Dimensional Funds, Indexes and Benchmarks Portfolios
98
Dimensional Funds, Indexes and Benchmarks Portfolios
Dimensional Funds vs. Dimensional Indexes
99
Dimensional Funds vs. Dimensional Indexes
Short-Term Size and Value Differences
100
Short-Term Size and Value Differences