Mebane Faber Ivy vs Warren Buffett Portfolio Comparison

Last Update: 29 February 2024

The Mebane Faber Ivy Portfolio obtained a 6.89% compound annual return, with a 11.58% standard deviation, in the last 30 Years.

The Warren Buffett Portfolio obtained a 9.85% compound annual return, with a 13.66% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Mebane Faber Ivy Portfolio Warren Buffett Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 60% 90%
Fixed Income 20% 10%
Commodities 20% 0%
30 Years Stats Return +6.89% +9.85%
Std Dev 11.58% 13.66%
Max Drawdown -47.39% -45.52%
All time Stats
(Since Jan 1970)
Return +9.54% +10.28%
Std Dev 10.70% 13.95%
Max Drawdown -47.39% -45.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber Ivy Portfolio +1.98 +5.69 +10.79 +6.97 +4.65 +6.89 +9.54
Warren Buffett Portfolio +4.68 +13.07 +28.34 +13.39 +11.45 +9.85 +10.28
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Mebane Faber Ivy Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.39% (6.89% annualized).

Warren Buffett Portfolio: an investment of 1$, since March 1994, now would be worth 16.76$, with a total return of 1576.23% (9.85% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970, now would be worth 138.88$, with a total return of 13788.23% (9.54% annualized).

Warren Buffett Portfolio: an investment of 1$, since January 1970, now would be worth 200.64$, with a total return of 19964.06% (10.28% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Mebane Faber Ivy Portfolio
Warren Buffett Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-45.52% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.14
-39.67% Sep 2000 Sep 2002 (25) Sep 2006 (73) 20.20
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-15.04% May 2011 Sep 2011 (5) Feb 2012 (10) 6.55
-13.83% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.74
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-7.73% Aug 2015 Sep 2015 (2) May 2016 (10) 4.19
-6.10% Jan 2000 Feb 2000 (2) Mar 2000 (3) 3.81
-6.10% Apr 2012 May 2012 (2) Aug 2012 (5) 2.85
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.73% May 2019 May 2019 (1) Jun 2019 (2) 3.31

Drawdown comparison chart since January 1970.

Swipe left to see all data
Mebane Faber Ivy Portfolio
Warren Buffett Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-45.52% Nov 2007 Feb 2009 (16) Apr 2011 (42) 22.14
-40.52% Jan 1973 Sep 1974 (21) Jun 1976 (42) 17.75
-39.67% Sep 2000 Sep 2002 (25) Sep 2006 (73) 20.20
-27.35% Sep 1987 Nov 1987 (3) May 1989 (21) 14.38
-23.08% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.17
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.49% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.96
-17.25% Jan 1970 Jun 1970 (6) Dec 1970 (12) 8.14
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-15.04% May 2011 Sep 2011 (5) Feb 2012 (10) 6.55
-13.83% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.74
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-13.10% Jan 1977 Feb 1978 (14) Jul 1978 (19) 7.16
-13.08% Dec 1980 Jul 1982 (20) Oct 1982 (23) 7.18
-12.77% Jun 1990 Oct 1990 (5) Feb 1991 (9) 6.99
-12.61% Mar 1974 Aug 1974 (6) Mar 1975 (13) 7.33
-12.09% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.58
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.70%
-0.27%
+6.38%
0.00%
2023
+10.72%
-7.72%
+24.87%
-7.55%
2022
-10.08%
-16.46%
-18.29%
-23.08%
2021
+22.27%
-4.02%
+24.59%
-4.32%
2020
+2.25%
-21.77%
+19.19%
-17.49%
2019
+21.16%
-3.82%
+28.46%
-5.73%
2018
-7.88%
-11.00%
-3.84%
-12.09%
2017
+12.20%
-0.65%
+19.83%
0.00%
2016
+7.80%
-4.52%
+10.69%
-4.87%
2015
-7.10%
-9.47%
+0.96%
-7.73%
2014
+2.25%
-5.17%
+12.08%
-2.97%
2013
+9.20%
-3.80%
+29.44%
-2.62%
2012
+11.11%
-6.84%
+14.59%
-6.10%
2011
+0.04%
-15.74%
+1.43%
-15.04%
2010
+14.19%
-9.36%
+14.55%
-11.71%
2009
+22.28%
-18.34%
+24.66%
-16.03%
2008
-31.26%
-38.00%
-32.35%
-33.45%
2007
+8.59%
-3.39%
+6.30%
-4.37%
2006
+15.77%
-2.05%
+14.32%
-2.48%
2005
+11.34%
-3.60%
+5.58%
-3.97%
2004
+17.00%
-5.89%
+9.73%
-2.96%
2003
+28.11%
-2.13%
+25.87%
-3.66%
2002
+3.82%
-5.15%
-19.13%
-24.82%
2001
-8.45%
-11.43%
-10.04%
-20.31%
2000
+12.26%
-2.94%
-7.27%
-11.55%
1999
+17.97%
-2.78%
+19.15%
-5.59%
1998
-0.93%
-13.25%
+26.49%
-13.83%
1997
+8.87%
-3.23%
+30.52%
-5.15%
1996
+19.40%
-2.64%
+21.03%
-3.99%
1995
+18.09%
-1.03%
+34.91%
-0.25%
1994
+0.77%
-6.49%
+1.01%
-6.47%
1993
+11.51%
-5.04%
+9.53%
-2.10%
1992
+4.09%
-3.09%
+7.36%
-2.36%
1991
+17.33%
-3.31%
+28.35%
-4.14%
1990
-1.70%
-7.21%
-2.00%
-12.77%
1989
+20.35%
-1.48%
+29.38%
-2.30%
1988
+18.35%
-1.99%
+15.17%
-3.40%
1987
+10.95%
-11.40%
+4.71%
-27.35%
1986
+22.86%
-3.01%
+17.29%
-7.59%
1985
+26.65%
-0.47%
+29.49%
-3.46%
1984
+8.40%
-3.66%
+6.99%
-6.07%
1983
+19.70%
-1.57%
+19.96%
-3.02%
1982
+16.68%
-4.00%
+21.09%
-7.70%
1981
-3.14%
-8.21%
-3.26%
-10.93%
1980
+18.97%
-10.97%
+29.60%
-8.82%
1979
+21.71%
-6.97%
+17.05%
-6.17%
1978
+16.56%
-5.04%
+5.62%
-8.58%
1977
+9.30%
-1.92%
-6.77%
-10.10%
1976
+15.62%
-2.43%
+22.58%
-1.97%
1975
+15.63%
-5.46%
+34.14%
-11.01%
1974
-4.73%
-12.61%
-23.54%
-30.75%
1973
+6.86%
-6.06%
-14.10%
-15.10%
1972
+21.95%
-0.17%
+17.45%
-1.74%
1971
+16.81%
-4.23%
+13.67%
-7.10%
1970
+5.11%
-11.16%
+4.95%
-17.25%