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
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The 1990s: Risk and Return of IFA Indexes
The 1980s: Risk and Return of IFA Indexes
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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
Distributions
Random Walk
27
Random Walk
Distribution Monthly
28
Distribution Monthly
Histograms of SPIEs
29
Histograms of SPIEs
Distribution Monthly
30
Distribution Monthly
Estimated Distributions
31
Estimated Distributions
Historical Returns
32
Historical Returns
Premium Distributions
33
Premium Distributions
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
34
Simulated Passive Investor Experiences (SPIEs) in IFA Index Portfolios
Bell-Shaped Curve Showing Standard Deviations
35
Bell-Shaped Curve Showing Standard Deviations
Histogram of the Daily Percentage Returns for the IFA SP 500 Index for 2020
36
Histogram of the Daily Percentage Returns for the IFA SP 500 Index for 2020
Research
Dimensions of Returns
37
Dimensions of Returns
Performance of Premiums
38
Performance of Premiums
IFA Client Success
39
IFA Client Success
Performance Persistence
40
Performance Persistence
t-Stat of Alpha
41
t-Stat of Alpha
Before & After Hiring
42
Before & After Hiring
Style Drifters
43
Style Drifters
Manager's Performance
44
Manager's Performance
Style Drifters Across Decades
45
Style Drifters Across Decades
Industrial Rotation
46
Industrial Rotation
Country Rotation
47
Country Rotation
Stock Rotation
48
Stock Rotation
Forecast Accuracy
49
Forecast Accuracy
Intra-Year vs. Year-End
50
Intra-Year vs. Year-End
Significance of Alpha of US Based Principal Funds with 10 Yrs of Data*
51
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*
52
Significance of Alpha of US Based Legg Mason Mutual Funds with 10 Yrs of Data*
Market Timing Large Caps: Missing the Best Days
53
Market Timing Large Caps: Missing the Best Days
Market Timing Small-Caps: Missing The Best Days
54
Market Timing Small-Caps: Missing The Best Days
SPIVA 2020: Active Funds vs. Their Benchmarks: U.S. Equity
55
SPIVA 2020: Active Funds vs. Their Benchmarks: U.S. Equity
Market Timing: Growth of  $1,000 in the IFA SP 500 Index
56
Market Timing: Growth of $1,000 in the IFA SP 500 Index
Returns During Republican and Democrat Unified Government Control
57
Returns During Republican and Democrat Unified Government Control
SPIVA 2020: Active Funds vs. Their Benchmarks: International Equity
58
SPIVA 2020: Active Funds vs. Their Benchmarks: International Equity
SPIVA 2020: Active Funds vs. Their Benchmarks: Fixed Income
59
SPIVA 2020: Active Funds vs. Their Benchmarks: Fixed Income
SPIVA 2019: Survivorship: Major Equity Classes
60
SPIVA 2019: Survivorship: Major Equity Classes
SPIVA 2019: Style Consistency: Major Equity Classes
61
SPIVA 2019: Style Consistency: Major Equity Classes
The Value of Human and Financial Capital in IFA Index Portfolios
62
The Value of Human and Financial Capital in IFA Index Portfolios
The Dalbar Study 2019
63
The Dalbar Study 2019
U.S. Equity Returns Following Sharp Downturns
64
U.S. Equity Returns Following Sharp Downturns
Average Total Returns after Downturns: Fama/French Total US Market Research Index
65
Average Total Returns after Downturns: Fama/French Total US Market Research Index
Epidemics and Stock Market Performance
66
Epidemics and Stock Market Performance
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
67
How Many of Top 100 Funds Remain in the Top 100 the Following Year?
Change in Net Asset Flow by Broad Asset Class
68
Change in Net Asset Flow by Broad Asset Class
Emotions of Active Investors
69
Emotions of Active Investors
Breakdown of Vanguard Advisor's Alpha
70
Breakdown of Vanguard Advisor's Alpha
Riskese: The Language of Risk
71
Riskese: The Language of Risk
Emotions of Passive Investors
72
Emotions of Passive Investors
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
73
Institutional Equity Managers that Underperformed their Benchmark over 10 Yrs
Time Series Construction of the IFA Indexes
74
Time Series Construction of the IFA Indexes
How to Calculate a t-statistic for Any Data Set
75
How to Calculate a t-statistic for Any Data Set
Number of Years Needed for a Statistically Significant Alpha
76
Number of Years Needed for a Statistically Significant Alpha
Why Investors Might Think Twice About Chasing the Biggest Stocks
77
Why Investors Might Think Twice About Chasing the Biggest Stocks
Comparisons
Vanguard vs DFA - Select Mutual Fund Comparisons
78
Vanguard vs DFA - Select Mutual Fund Comparisons
The Decline of Warren Buffett's Alpha
79
The Decline of Warren Buffett's Alpha
Index Comparisons
80
Index Comparisons
Compare Portfolios
81
Compare Portfolios
Pos vs Neg Returns
82
Pos vs Neg Returns
IP 100 vs IFA SP 500
83
IP 100 vs IFA SP 500
Growth of a Dollar for IFA Indexes Over Selected Periods (Log Scale)
84
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
85
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
86
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
87
The Return Differences of Total US Market minus 30-day T-Bill
The Return Difference of US Value Stocks minus US Growth Stocks
88
The Return Difference of US Value Stocks minus US Growth Stocks
NACUBO Endowments vs. Comparable Allocations of the IFA Index Portfolios
89
NACUBO Endowments vs. Comparable Allocations of the IFA Index Portfolios
Dimensional Mutual Fund Portfolios vs Dimensional Index Portfolios
90
Dimensional Mutual Fund Portfolios vs Dimensional Index Portfolios
Dimensional Funds vs. Dimensional Indexes
91
Dimensional Funds vs. Dimensional Indexes
Short-Term Size and Value Differences
92
Short-Term Size and Value Differences