Data Source: from June 1991 to August 2022
Consolidated Returns as of 31 August 2022
Live Update: Sep 23 2022
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.43%
1 Day
Sep 23 2022
4.39%
Current Month
September 2022

The US Inflation Protection Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the US Inflation Protection Portfolio obtained a 5.65% compound annual return, with a 5.96% standard deviation.

Asset Allocation and ETFs

The US Inflation Protection Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The US Inflation Protection Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 %
TIP iShares TIPS Bond Bond, U.S., All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The US Inflation Protection Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on June 1991.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
US INFLATION PROTECTION PORTFOLIO RETURNS
Consolidated returns as of 31 August 2022
Live Update: Sep 23 2022
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Aug 31, 2022
  1 Day Time ET(*) Sep 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
US Inflation Protection Portfolio -0.43 -4.39 -3.65 -7.46 -7.13 2.83 1.47 5.65
US Inflation Adjusted return -3.62 -11.35 -14.22 -0.96 -1.05 3.07
Components
TIP
iShares TIPS Bond
-0.43 Sep 23 2022 -4.39 -3.65 -7.46 -7.13 2.83 1.47 5.65
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

Portfolio Dividends

In 2021, the US Inflation Protection Portfolio granted a 4.41% dividend yield. If you are interested in getting periodic income, please refer to the US Inflation Protection Portfolio: Dividend Yield page.

Historical Returns as of Aug 31, 2022

Historical returns and stats of US Inflation Protection Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

US INFLATION PROTECTION PORTFOLIO
Consolidated returns as of 31 August 2022
Data Source: from June 1991 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-3.65
-3.62
-3.65
Aug 2022 - Aug 2022
0 - 1
3M
-2.64
-3.91
-3.65
Aug 2022 - Aug 2022
1 - 2
6M
-7.46
-11.35
-7.91
Mar 2022 - Jun 2022
1 - 5
YTD
-8.59
-13.95
-9.04
Jan 2022 - Jun 2022
2 - 6
1Y
-7.13
-14.22
7.37
-9.04
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
2.13
-2.64
5.80
-9.04
Jan 2022 - Jun 2022
21 - 15
58% pos
5Y(*)
2.83
-0.96
4.96
-9.04
Jan 2022 - Jun 2022
37 - 23
62% pos
10Y(*)
1.47
-1.05
4.78
-9.24
Dec 2012 - Dec 2013
71 - 49
59% pos
15Y(*)
3.63
1.21
5.87
-11.79
Sep 2008 - Oct 2008
112 - 68
62% pos
20Y(*)
4.06
1.52
5.92
-11.79
Sep 2008 - Oct 2008
154 - 86
64% pos
25Y(*)
5.19
2.65
5.70
-11.79
Sep 2008 - Oct 2008
197 - 103
66% pos
30Y(*)
5.65
3.07
5.96
-11.79
Sep 2008 - Oct 2008
237 - 123
66% pos
MAX(*)
01 Jun 1991
6.08
3.46
6.05
-11.79
Sep 2008 - Oct 2008
248 - 127
66% pos
(*) Returns over 1 year are annualized

Capital Growth as of Aug 31, 2022

An investment of 1000$, since September 1992, now would be worth 5203.68$, with a total return of 420.37% (5.65% annualized).

The Inflation Adjusted Capital now would be 2475.59$, with a net total return of 147.56% (3.07% annualized).
An investment of 1000$, since June 1991, now would be worth 6318.08$, with a total return of 531.81% (6.08% annualized).

The Inflation Adjusted Capital now would be 2892.69$, with a net total return of 189.27% (3.46% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-11.79% Sep 2008 Oct 2008 2 Sep 2009 11 13
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16
-9.24% Dec 2012 Dec 2013 13 Mar 2019 63 76
-9.04% Jan 2022 Jun 2022 6 in progress 2 8
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.37% Nov 2001 Dec 2001 2 Apr 2002 4 6
-3.05% Nov 2010 Dec 2010 2 Apr 2011 4 6
-2.75% Oct 2002 Oct 2002 1 Dec 2002 2 3
-2.60% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.47% Jul 2005 Jul 2005 1 Aug 2005 1 2
-2.41% Oct 1992 Oct 1992 1 Dec 1992 2 3
-2.30% Dec 2006 Dec 2006 1 Mar 2007 3 4
-2.09% Dec 2009 Dec 2009 1 Apr 2010 4 5
-1.95% Feb 2021 Mar 2021 2 May 2021 2 4
-1.94% Mar 2003 Apr 2003 2 May 2003 1 3
-1.76% Mar 2020 Mar 2020 1 Apr 2020 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-11.79% Sep 2008 Oct 2008 2 Sep 2009 11 13
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16
-9.24% Dec 2012 Dec 2013 13 Mar 2019 63 76
-9.04% Jan 2022 Jun 2022 6 in progress 2 8
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.82% Jan 1992 Apr 1992 4 Jun 1992 2 6
-3.37% Nov 2001 Dec 2001 2 Apr 2002 4 6
-3.05% Nov 2010 Dec 2010 2 Apr 2011 4 6
-2.75% Oct 2002 Oct 2002 1 Dec 2002 2 3
-2.60% Sep 2005 Apr 2006 8 Aug 2006 4 12
-2.47% Jul 2005 Jul 2005 1 Aug 2005 1 2
-2.41% Oct 1992 Oct 1992 1 Dec 1992 2 3
-2.30% Dec 2006 Dec 2006 1 Mar 2007 3 4
-2.09% Dec 2009 Dec 2009 1 Apr 2010 4 5
-1.95% Feb 2021 Mar 2021 2 May 2021 2 4
-1.94% Mar 2003 Apr 2003 2 May 2003 1 3

Rolling Returns ( more details)

US Inflation Protection Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.42 23.02
Jan 1995 - Dec 1995
-9.37
Nov 1993 - Oct 1994
16.76%
2 Years
6.22 18.28
Sep 1991 - Aug 1993
-2.64
Jan 2013 - Dec 2014
6.25%
3 Years
6.05 14.69
Jun 2000 - May 2003
-2.34
Jan 2013 - Dec 2015
3.53%
5 Years
5.98 11.54
Jan 2000 - Dec 2004
-0.28
Dec 2012 - Nov 2017
2.22%
7 Years
5.98 10.58
Apr 1997 - Mar 2004
0.61
Feb 2012 - Jan 2019
0.00%
10 Years
6.11 9.83
Nov 1994 - Oct 2004
1.47
Sep 2012 - Aug 2022
0.00%
15 Years
6.09 8.65
Aug 1991 - Jul 2006
3.53
Mar 2004 - Feb 2019
0.00%
20 Years
6.15 8.32
Aug 1991 - Jul 2011
4.06
Sep 2002 - Aug 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the US Inflation Protection Portfolio: Rolling Returns page.

Seasonality

US Inflation Protection Portfolio: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.87
81%
0.25
61%
-0.02
52%
0.37
65%
0.66
68%
0.39
63%
1.01
75%
0.81
69%
0.47
61%
0.17
65%
0.47
74%
0.61
61%
Best
Year
3.6
2008
3.7
2003
5.9
2009
3.0
2020
5.1
1995
3.6
1993
4.7
1997
3.6
2002
3.2
2003
3.6
1996
4.1
2007
6.5
2008
Worst
Year
-3.4
1992
-3.5
1994
-4.2
1994
-4.8
2004
-4.2
2013
-3.8
2013
-4.5
2003
-3.7
2022
-4.0
2008
-8.1
2008
-2.3
2001
-2.3
2006
Statistics calculated for the period Jun 1991 - Aug 2022

Monthly/Yearly Returns

US Inflation Protection Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
248 Positive Months (66%) - 127 Negative Months (34%)
Jun 1991 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-8.59 -13.95 -2.1 0.9 -1.9 -2.2 -1.0 -3.1 4.3 -3.7
2021
+5.67 -1.28 0.3 -1.7 -0.3 1.4 1.0 0.7 2.7 -0.2 -0.8 1.1 0.9 0.4
2020
+10.84 +9.35 2.1 0.9 -1.8 3.0 0.7 1.0 2.3 0.9 -0.4 -0.7 1.2 1.1
2019
+8.35 +5.93 1.4 -0.2 2.0 0.2 1.8 0.7 0.3 2.3 -1.1 0.0 0.3 0.3
2018
-1.42 -3.27 -0.9 -1.0 1.0 -0.1 0.3 0.6 -0.5 0.6 -1.0 -1.5 0.5 0.5
2017
+2.92 +0.79 0.9 0.4 0.0 0.4 0.0 -0.9 0.5 1.0 -0.7 0.2 0.1 0.9
2016
+4.68 +2.55 1.6 1.2 1.7 0.2 -0.6 2.2 0.6 -0.3 0.8 -0.5 -2.1 0.0
2015
-1.75 -2.47 3.2 -1.3 -0.5 0.7 -1.0 -1.0 0.5 -0.9 -0.5 0.3 -0.1 -1.0
2014
+3.59 +2.81 2.1 0.4 -0.5 1.3 2.0 0.4 -0.1 0.6 -2.6 0.9 0.2 -1.1
2013
-8.49 -9.84 -0.5 0.2 0.2 0.8 -4.2 -3.8 0.9 -1.8 1.8 0.3 -1.1 -1.5
2012
+6.39 +4.57 2.3 -0.6 -0.9 1.8 1.9 -0.7 1.8 -0.2 0.5 0.6 0.6 -0.8
2011
+13.28 +10.02 0.0 0.7 1.2 2.4 0.3 0.7 3.9 0.6 0.0 2.1 0.5 0.2
2010
+6.14 +4.57 1.5 -1.3 0.0 2.5 0.2 1.3 -0.2 1.9 0.8 2.5 -1.7 -1.4
2009
+8.94 +6.05 0.0 -2.2 5.9 -1.8 2.0 0.2 0.1 0.8 2.0 1.1 2.8 -2.1
2008
+0.04 -0.05 3.6 1.4 -0.1 -1.4 0.1 1.8 -0.6 0.8 -4.0 -8.1 0.9 6.5
2007
+11.92 +7.53 0.2 2.0 0.3 0.7 -1.3 -0.2 2.3 0.8 1.3 1.2 4.1 0.1
2006
+0.28 -2.21 0.0 0.0 -2.1 -0.2 0.3 0.4 1.5 1.7 0.1 -0.1 1.1 -2.3
2005
+2.49 -0.89 0.0 -0.5 0.2 1.8 0.8 0.5 -2.5 2.5 -0.2 -1.3 0.2 1.0
2004
+8.28 +4.86 1.2 2.1 1.7 -4.8 2.0 -0.1 0.8 2.7 0.1 1.1 -0.3 1.8
2003
+8.00 +6.01 0.6 3.7 -1.6 -0.3 4.7 -0.9 -4.5 1.7 3.2 0.5 0.1 0.9
2002
+16.61 +13.90 0.6 1.6 -0.6 2.8 1.5 1.3 1.7 3.6 2.5 -2.8 0.0 3.5
2001
+7.61 +5.97 1.9 1.7 0.9 0.6 1.1 -0.1 1.6 0.3 0.5 2.3 -2.3 -1.1
2000
+17.65 +13.80 0.5 2.4 2.7 -0.5 -0.4 2.3 1.0 2.0 -0.1 1.4 2.7 2.2
1999
-4.47 -6.97 0.9 -2.9 0.0 0.5 -1.2 -0.9 -0.5 -0.3 1.2 0.4 -0.5 -1.1
1998
+9.27 +7.53 1.5 -0.4 0.2 0.6 1.2 1.2 0.1 2.3 2.4 -0.8 0.7 -0.2
1997
+12.71 +10.83 -0.3 0.0 -2.2 2.5 1.1 1.6 4.7 -1.7 2.2 2.0 1.1 1.2
1996
+1.33 -1.93 0.1 -3.5 -1.4 -1.3 -0.5 1.8 0.2 -1.2 2.8 3.6 2.8 -1.9
1995
+23.02 +19.98 2.6 2.2 0.8 1.2 5.1 0.8 -0.4 2.0 1.5 1.5 1.8 2.0
1994
-6.25 -8.69 2.6 -3.5 -4.2 -1.6 -0.6 -0.5 3.0 -0.1 -2.9 -0.5 0.4 1.9
1993
+15.75 +12.65 2.3 3.3 0.1 0.8 0.2 3.6 1.5 3.6 0.3 0.2 -1.5 0.4
1992
+8.74 +5.67 -3.4 1.4 -1.3 -0.5 3.0 1.7 3.8 0.9 2.1 -2.4 0.4 2.9
1991
- - -0.3 1.5 2.8 2.8 0.8 1.0 5.6

Portofolio Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

Portfolio efficiency

Is the US Inflation Protection Portfolio actually efficient, compared to other Lazy Portfolios?

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Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Sep 2022 Return Drawdown Stocks Bonds Comm
High Yield Bonds Income
-3.54 +6.83 -23.97 0 100 0
All Country World 20/80
-3.83 +6.01 -14.04 20 80 0
Stocks/Bonds 20/80
-3.99 +5.85 -12.54 20 80 0
Dimensional Retirement Income Fund
DFA
-3.81 +5.74 -12.91 20.4 79.6 0
Vanguard LifeStrategy Income Fund
Vanguard
-3.83 +5.69 -12.44 20 80 0

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Sep 2022 return refers to period 01-23 September 2022.
Last update: Sep 23 2022.
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