Mebane Faber Ivy Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings
Period: January 1971 - June 2025 (~55 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:
Mebane Faber Ivy Portfolio
1.00$
Invested Capital
July 1995
8.12$
Final Capital
June 2025
7.23%
Yearly Return
11.60%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Invested Capital
July 1995
3.86$
Final Capital
June 2025
4.61%
Yearly Return
11.60%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
1.00$
Invested Capital
January 1971
150.19$
Final Capital
June 2025
9.63%
Yearly Return
10.59%
Std Deviation
-47.39%
Max Drawdown
56months
Recovery Period
1.00$
Invested Capital
January 1971
18.64$
Final Capital
June 2025
5.51%
Yearly Return
10.59%
Std Deviation
-46.78%
Max Drawdown
67months
Recovery Period
Technology Portfolio
1.00$
Invested Capital
July 1995
49.14$
Final Capital
June 2025
13.86%
Yearly Return
24.00%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Invested Capital
July 1995
23.36$
Final Capital
June 2025
11.07%
Yearly Return
24.00%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period
1.00$
Invested Capital
January 1971
747.38$
Final Capital
June 2025
12.91%
Yearly Return
22.38%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Invested Capital
January 1971
92.76$
Final Capital
June 2025
8.67%
Yearly Return
22.38%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of June 2025, in the previous 30 Years, the Mebane Faber Ivy Portfolio obtained a 7.23% compound annual return, with a 11.60% standard deviation. It suffered a maximum drawdown of -47.39% that required 56 months to be recovered.

As of June 2025, in the previous 30 Years, the Technology Portfolio obtained a 13.86% compound annual return, with a 24.00% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Mebane Faber Ivy Portfolio
Weight
(%)		 Ticker Name
20.00
VTI
Vanguard Total Stock Market
20.00
VEU
Vanguard FTSE All-World ex-US
20.00
VNQ
Vanguard Real Estate
20.00
BND
Vanguard Total Bond Market
20.00
GSG
iShares S&P GSCI Commodity Indexed Trust
Technology Portfolio
Weight
(%)		 Ticker Name
100.00
QQQ
Invesco QQQ Trust
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1971/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Mebane Faber Ivy Portfolio
Mebane Faber 		1 $ 8.12 $ 712.36% 7.23%
Technology
 1 $ 49.14 $ 4 814.41% 13.86%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Mebane Faber Ivy Portfolio
Mebane Faber 		1 $ 3.86 $ 286.09% 4.61%
Technology
 1 $ 23.36 $ 2 235.65% 11.07%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Mebane Faber Ivy Portfolio
Mebane Faber 		1 $ 150.19 $ 14 918.72% 9.63%
Technology
 1 $ 747.38 $ 74 637.87% 12.91%
Jan 1971 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Mebane Faber Ivy Portfolio
Mebane Faber 		1 $ 18.64 $ 1 764.09% 5.51%
Technology
 1 $ 92.76 $ 9 176.31% 8.67%
Jan 1971 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_mebane_faber.webp Ivy Portfolio
Mebane Faber 		6.23 3.06 6.23 9.91 10.22 6.12 7.23 9.63
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Technology
-- Market Benchmark 		8.19 6.39 8.19 15.79 18.07 18.71 13.86 12.91
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1971 - 30 June 2025 (~55 years)
1 Year
5 Years
10 Years
30 Years
All (1971/01 - 2025/06)
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Ivy Portfolio Technology
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.91 15.79
Infl. Adjusted (%) 7.30 13.04
DRAWDOWN
Deepest Drawdown Depth (%) -2.84 -10.08
Start to Recovery (months) 4 5
Longest Drawdown Depth (%) -2.84 -10.08
Start to Recovery (months) 4 5
Longest Negative Period (months) 8 10
RISK INDICATORS
Standard Deviation (%) 6.88 14.70
Sharpe Ratio 0.77 0.76
Sortino Ratio 0.96 1.06
Ulcer Index 1.25 3.83
Ratio: Return / Standard Deviation 1.44 1.07
Ratio: Return / Deepest Drawdown 3.49 1.57
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Ivy Portfolio Technology
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.22 18.07
Infl. Adjusted (%) 5.44 12.96
DRAWDOWN
Deepest Drawdown Depth (%) -16.46 -32.58
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -16.46 -32.58
Start to Recovery (months) 24 24
Longest Negative Period (months) 30 28
RISK INDICATORS
Standard Deviation (%) 11.58 20.50
Sharpe Ratio 0.65 0.75
Sortino Ratio 0.87 1.01
Ulcer Index 5.32 12.52
Ratio: Return / Standard Deviation 0.88 0.88
Ratio: Return / Deepest Drawdown 0.62 0.55
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Ivy Portfolio Technology
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.12 18.71
Infl. Adjusted (%) 2.99 15.21
DRAWDOWN
Deepest Drawdown Depth (%) -21.77 -32.58
Start to Recovery (months) 12 24
Longest Drawdown Depth (%) -16.46 -32.58
Start to Recovery (months) 24 24
Longest Negative Period (months) 57 28
RISK INDICATORS
Standard Deviation (%) 11.60 18.75
Sharpe Ratio 0.37 0.90
Sortino Ratio 0.48 1.22
Ulcer Index 5.64 9.48
Ratio: Return / Standard Deviation 0.53 1.00
Ratio: Return / Deepest Drawdown 0.28 0.57
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Ivy Portfolio Technology
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.23 13.86
Infl. Adjusted (%) 4.61 11.07
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -81.08
Start to Recovery (months) 56 175
Longest Drawdown Depth (%) -47.39 -81.08
Start to Recovery (months) 56 175
Longest Negative Period (months) 93 174
RISK INDICATORS
Standard Deviation (%) 11.60 24.00
Sharpe Ratio 0.43 0.48
Sortino Ratio 0.54 0.66
Ulcer Index 9.24 39.57
Ratio: Return / Standard Deviation 0.62 0.58
Ratio: Return / Deepest Drawdown 0.15 0.17
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Ivy Portfolio Technology
Author Mebane Faber
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.63 12.91
Infl. Adjusted (%) 5.51 8.67
DRAWDOWN
Deepest Drawdown Depth (%) -47.39 -81.08
Start to Recovery (months) 56 175
Longest Drawdown Depth (%) -47.39 -81.08
Start to Recovery (months) 56 175
Longest Negative Period (months) 93 174
RISK INDICATORS
Standard Deviation (%) 10.59 22.38
Sharpe Ratio 0.50 0.38
Sortino Ratio 0.64 0.52
Ulcer Index 7.17 31.85
Ratio: Return / Standard Deviation 0.91 0.58
Ratio: Return / Deepest Drawdown 0.20 0.16
Metrics calculated over the period 1 January 1971 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1971 - 30 June 2025 (~55 years)
30 Years
(1995/07 - 2025/06)

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Ivy Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-47.39 56 Jun 2008
Jan 2013
-32.58 24 Jan 2022
Dec 2023
-21.77 12 Jan 2020
Dec 2020
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017
-13.51 4 Feb 1997
May 1997
-13.25 13 Apr 1998
Apr 1999
-12.90 3 Feb 2020
Apr 2020
-11.43 28 Feb 2001
May 2003
-11.00 7 Oct 2018
Apr 2019
-10.50 7 Aug 1997
Feb 1998
-10.08 5 Feb 2025
Jun 2025

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Ivy Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-58.37 68 Jan 1973
Aug 1978
-47.39 56 Jun 2008
Jan 2013
-34.57 21 Sep 1987
May 1989
-32.58 24 Jan 2022
Dec 2023
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-21.77 12 Jan 2020
Dec 2020
-19.01 6 Feb 1980
Jul 1980
-17.69 10 Sep 1978
Jun 1979
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.46 24 Apr 2022
Mar 2024
-15.89 37 Jul 2014
Jul 2017

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1971 - 30 June 2025 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Ivy Portfolio Technology
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.23 -2.84 8.19 -10.08
2024
 8.82 -3.17 25.58 -4.37
2023
 10.72 -7.72 54.86 -8.42
2022
 -10.08 -16.46 -32.58 -32.58
2021
 22.27 -4.02 27.42 -5.68
2020
 2.25 -21.77 48.40 -12.90
2019
 21.16 -3.82 38.96 -8.23
2018
 -7.88 -11.00 -0.12 -16.96
2017
 12.20 -0.65 32.66 -2.32
2016
 7.80 -4.52 7.10 -8.37
2015
 -7.10 -9.47 9.45 -8.88
2014
 2.25 -5.17 19.18 -3.04
2013
 9.20 -3.80 36.63 -2.39
2012
 11.11 -6.84 18.12 -8.13
2011
 0.04 -15.74 3.47 -10.79
2010
 14.19 -9.36 20.14 -12.93
2009
 22.28 -18.34 54.68 -7.43
2008
 -31.26 -38.00 -41.73 -43.03
2007
 8.59 -3.39 19.02 -6.83
2006
 15.77 -2.05 7.14 -11.54
2005
 11.34 -3.60 1.57 -12.37
2004
 17.00 -5.89 10.54 -9.86
2003
 28.11 -2.13 49.67 -2.90
2002
 3.82 -5.15 -37.37 -46.75
2001
 -8.45 -11.43 -33.34 -54.93
2000
 12.26 -2.94 -36.11 -46.69
1999
 17.97 -2.78 101.95 -9.49
1998
 -0.93 -13.25 85.30 -17.20
1997
 8.87 -3.23 20.63 -13.51
1996
 19.40 -2.64 42.54 -8.14
1995
 18.09 -1.03 42.54 -3.77
1994
 0.77 -6.49 1.50 -12.97
1993
 11.51 -5.04 10.58 -8.26
1992
 4.09 -3.09 8.86 -13.48
1991
 17.33 -3.31 64.99 -8.89
1990
 -1.70 -7.21 -10.41 -27.64
1989
 20.35 -1.48 26.17 -4.64
1988
 18.35 -1.99 13.54 -10.50
1987
 10.95 -11.40 10.50 -34.57
1986
 22.86 -3.01 6.89 -15.73
1985
 26.65 -0.47 35.61 -6.97
1984
 8.40 -3.66 -11.31 -17.55
1983
 19.70 -1.57 19.87 -13.85
1982
 16.68 -4.00 18.67 -14.55
1981
 -3.14 -8.21 -3.21 -19.44
1980
 18.97 -10.97 33.88 -19.01
1979
 21.71 -6.97 28.11 -9.91
1978
 16.56 -5.04 12.31 -17.69
1977
 9.30 -1.92 7.33 -3.83
1976
 15.62 -2.43 26.10 -2.85
1975
 15.63 -5.46 29.76 -14.58
1974
 -4.73 -12.61 -35.11 -41.36
1973
 6.86 -6.06 -31.06 -31.06
1972
 21.95 -0.17 17.18 -3.61
1971
 16.81 -4.23 27.35 -7.42
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