US Inflation Protection Portfolio: Rolling Returns

Time Period: from January 1985 to November 2024 (~40 years)
Currency: USD
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When holding the US Inflation Protection Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~40 years), the longest duration with a negative return was 77 months (from June 2012 to October 2018).

This indicates that, within the same timeframe, any rolling period of 78 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

US INFLATION PROTECTION PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1985 - 30 November 2024 (~40 years)

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As of Nov 30, 2024, the annualized return of the previous 10 years has been 1.97%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

US INFLATION PROTECTION PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 December 1994 - 30 November 2024 (30 Years)
Time Period: 1 January 1985 - 30 November 2024 (~40 years)
US Inflation Adjusted:

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Rolling Period Analysis

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

US INFLATION PROTECTION PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-13.10%
Jan 2022 - Dec 2022
+6.27% +40.52%
Apr 1985 - Mar 1986
17.74%
83 out of 468
-19.31%
Oct 2021 - Sep 2022
+3.62% +37.55%
Apr 1985 - Mar 1986
31.62%
148 out of 468
-7.09%
Nov 2021 - Oct 2023
+6.59% +23.83%
Mar 1985 - Feb 1987
9.87%
45 out of 456
-11.91%
Nov 2021 - Oct 2023
+3.96% +20.74%
Mar 1985 - Feb 1987
23.03%
105 out of 456
-2.68%
Nov 2020 - Oct 2023
+6.67% +17.65%
Sep 1990 - Aug 1993
7.21%
32 out of 444
-7.95%
Nov 2020 - Oct 2023
+3.82% +13.96%
Sep 1990 - Aug 1993
17.79%
79 out of 444
-0.83%
Dec 2012 - Nov 2016
+6.61% +14.30%
Mar 1989 - Feb 1993
3.70%
16 out of 432
-5.15%
May 2020 - Apr 2024
+3.94% +10.35%
Feb 1990 - Jan 1994
15.74%
68 out of 432
-0.28%
Dec 2012 - Nov 2017
+7.02% +14.27%
Sep 1988 - Aug 1993
1.67%
7 out of 420
-2.51%
Sep 2019 - Aug 2024
+4.16% +9.87%
Sep 1988 - Aug 1993
13.33%
56 out of 420
-0.41%
Dec 2012 - Nov 2018
+7.10% +13.81%
Oct 1987 - Sep 1993
0.98%
4 out of 408
-2.41%
Nov 2017 - Oct 2023
+4.38% +9.45%
Oct 1987 - Sep 1993
12.75%
52 out of 408
+0.61%
Feb 2012 - Jan 2019
+6.67% +13.02%
Jan 1985 - Dec 1991
0.00%
0 out of 396
-2.39%
Nov 2016 - Oct 2023
+4.21% +8.74%
Jan 1985 - Dec 1991
12.63%
50 out of 396
+1.53%
Oct 2014 - Sep 2022
+6.77% +13.37%
Mar 1985 - Feb 1993
0.00%
0 out of 384
-1.79%
May 2016 - Apr 2024
+4.11% +9.24%
Mar 1985 - Feb 1993
8.33%
32 out of 384
+1.25%
Nov 2014 - Oct 2023
+6.99% +12.83%
Jan 1985 - Dec 1993
0.00%
0 out of 372
-1.63%
May 2015 - Apr 2024
+4.40% +8.84%
Mar 1985 - Feb 1994
8.60%
32 out of 372
+0.72%
Oct 2012 - Sep 2022
+7.42% +11.39%
Mar 1985 - Feb 1995
0.00%
0 out of 360
-1.76%
Oct 2012 - Sep 2022
+4.65% +7.55%
Mar 1985 - Feb 1995
8.89%
32 out of 360
+0.59%
Nov 2012 - Oct 2023
+7.35% +11.83%
Jan 1985 - Dec 1995
0.00%
0 out of 348
-1.97%
Nov 2012 - Oct 2023
+4.76% +8.05%
Jan 1985 - Dec 1995
8.33%
29 out of 348
+1.14%
Jun 2012 - May 2024
+7.32% +10.96%
Mar 1985 - Feb 1997
0.00%
0 out of 336
-1.48%
Jun 2012 - May 2024
+4.68% +7.46%
Oct 1990 - Sep 2002
8.04%
27 out of 336
+1.68%
Dec 2011 - Nov 2024
+7.26% +11.22%
Mar 1985 - Feb 1998
0.00%
0 out of 324
-0.89%
Nov 2010 - Oct 2023
+4.58% +7.67%
Mar 1985 - Feb 1998
5.86%
19 out of 324
+2.19%
Nov 2010 - Oct 2024
+7.28% +10.92%
Jan 1985 - Dec 1998
0.00%
0 out of 312
-0.44%
Nov 2010 - Oct 2024
+4.67% +7.46%
Jan 1985 - Dec 1998
4.17%
13 out of 312
+2.51%
Sep 2008 - Aug 2023
+7.23% +10.29%
Oct 1987 - Sep 2002
0.00%
0 out of 300
+0.03%
Dec 2009 - Nov 2024
+4.66% +7.09%
Apr 1989 - Mar 2004
0.00%
0 out of 300
+2.50%
Mar 2008 - Feb 2024
+6.99% +10.60%
Mar 1985 - Feb 2001
0.00%
0 out of 288
+0.09%
Mar 2008 - Feb 2024
+4.38% +7.17%
Mar 1985 - Feb 2001
0.00%
0 out of 288
+2.90%
Dec 2007 - Nov 2024
+7.00% +10.33%
Mar 1985 - Feb 2002
0.00%
0 out of 276
+0.47%
Nov 2006 - Oct 2023
+4.49% +7.03%
Mar 1985 - Feb 2002
0.00%
0 out of 276
+2.94%
Oct 2005 - Sep 2023
+6.89% +10.80%
Mar 1985 - Feb 2003
0.00%
0 out of 264
+0.48%
Oct 2005 - Sep 2023
+4.42% +7.48%
Mar 1985 - Feb 2003
0.00%
0 out of 264
+2.96%
Nov 2004 - Oct 2023
+6.78% +10.60%
Mar 1985 - Feb 2004
0.00%
0 out of 252
+0.40%
Nov 2004 - Oct 2023
+4.33% +7.37%
Mar 1985 - Feb 2004
0.00%
0 out of 252
+3.15%
Apr 2004 - Mar 2024
+6.52% +10.27%
Mar 1985 - Feb 2005
0.00%
0 out of 240
+0.54%
Apr 2004 - Mar 2024
+4.13% +7.04%
Mar 1985 - Feb 2005
0.00%
0 out of 240
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