US Inflation Protection Portfolio: ETF allocation and returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 09:57AM Eastern Time Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.22%
1 Day
May 23 2024, 09:57AM Eastern Time
1.58%
Current Month
May 2024

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 5.16% compound annual return, with a 5.95% standard deviation.

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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
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
100.00 Bond, U.S., All-Term (USD)
TIP
USD iShares TIPS Bond

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 as of Apr 30, 2024

The US Inflation Protection Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US INFLATION PROTECTION PORTFOLIO
Consolidated returns as of 30 April 2024
Live Update: May 23 2024, 09:57AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
US Inflation Protection Portfolio -0.22 1.58 -1.69 3.42 -2.11 1.57 1.58 5.16 6.63
US Inflation Adjusted return -2.00 1.54 -5.29 -2.50 -1.23 2.54 3.72
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the US Inflation Protection Portfolio granted a 2.79% dividend yield. If you are interested in getting periodic income, please refer to the US Inflation Protection Portfolio: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 4.52$, with a total return of 351.77% (5.16% annualized).

The Inflation Adjusted Capital now would be 2.12$, with a net total return of 112.32% (2.54% annualized).
An investment of 1$, since January 1985, now would be worth 12.49$, with a total return of 1148.70% (6.63% annualized).

The Inflation Adjusted Capital now would be 4.21$, with a net total return of 320.61% (3.72% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of US Inflation Protection Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
US INFLATION PROTECTION PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -1.69 -2.09 3.42 -2.11 -2.24 1.57 1.58 3.32 5.16 6.63
Infl. Adjusted Return (%) details -2.00 -3.19 1.54 -5.29 -7.34 -2.50 -1.23 0.70 2.54 3.72
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.81
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.35 -14.76 -14.76 -14.76 -14.76 -14.76 -14.76
Start to Recovery (# months) details 12* 28* 28* 28* 28* 28* 28*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 22 22 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 6 6 6 6 6 6 6
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-9.24 -9.24 -9.24
Start to Recovery (# months) details 76 76 76
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2012 12 2012 12 2012 12
Start to Bottom (# months) 6 22 22 22 13 13 13
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2013 12 2013 12 2013 12
Bottom to End (# months) 6 6 6 6 63 63 63
End (yyyy mm) - - - - 2019 03 2019 03 2019 03
Longest negative period (# months) details 12* 36* 50 50 77 77 77
Period Start (yyyy mm) 2023 05 2021 05 2019 09 2019 09 2012 06 2012 06 2012 06
Period End (yyyy mm) 2024 04 2024 04 2023 10 2023 10 2018 10 2018 10 2018 10
Annualized Return (%) -2.11 -2.24 -0.16 -0.16 -0.07 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -6.73 -23.53 -23.53 -23.53 -23.53 -23.53 -23.53
Start to Recovery (# months) details 12* 33* 33* 33* 33* 33* 33*
Start (yyyy mm) 2023 05 2021 08 2021 08 2021 08 2021 08 2021 08 2021 08
Start to Bottom (# months) 6 27 27 27 27 27 27
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 6 6 6 6 6 6 6
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-7.07 -11.15 -11.15 -11.15
Start to Recovery (# months) details 55 89 89 89
Start (yyyy mm) 2023 05 2021 08 2021 08 2015 02 2012 12 2012 12 2012 12
Start to Bottom (# months) 6 27 27 45 71 71 71
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 10 2018 10 2018 10 2018 10
Bottom to End (# months) 6 6 6 10 18 18 18
End (yyyy mm) - - - 2019 08 2020 04 2020 04 2020 04
Longest negative period (# months) details 12* 36* 60* 120* 194* 194* 194*
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2008 03 2008 03 2008 03
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04
Annualized Return (%) -5.29 -7.34 -2.50 -1.23 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.06 7.28 6.37 5.18 5.80 5.95 6.63
Sharpe Ratio -1.46 -0.67 -0.05 0.06 0.34 0.48 0.40
Sortino Ratio -2.43 -0.91 -0.07 0.08 0.45 0.66 0.56
Ulcer Index 2.52 9.25 7.22 5.28 4.61 3.99 3.89
Ratio: Return / Standard Deviation -0.42 -0.31 0.25 0.31 0.57 0.87 1.00
Ratio: Return / Deepest Drawdown -0.39 -0.15 0.11 0.11 0.22 0.35 0.45
% Positive Months details 41% 50% 58% 57% 62% 64% 65%
Positive Months 5 18 35 69 150 232 310
Negative Months 7 18 25 51 90 128 162
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.58 5.13 9.83 11.39
Worst 10 Years Return (%) - Annualized 0.72 0.72 0.72
Best 10 Years Return (%) - Annualized -1.23 2.85 7.18 7.55
Worst 10 Years Return (%) - Annualized -1.76 -1.76 -1.76
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 23.02 14.69 11.54 9.83 7.18 5.16
Worst Rolling Return (%) - Annualized -13.10 -2.68 -0.28 0.72 3.15
% Positive Periods 80% 92% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.72 29.27 18.57 9.40 5.84 6.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.60 3.23
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 19.98 12.19 8.74 7.18 4.70 2.54
Worst Rolling Return (%) - Annualized -19.31 -7.95 -2.50 -1.76 0.54
% Positive Periods 66% 78% 83% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.72 29.27 18.57 9.40 5.84 6.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.60 3.23
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Apr 2024)
Best Rolling Return (%) - Annualized 40.52 17.65 14.27 11.39 10.27 8.32
Worst Rolling Return (%) - Annualized -13.10 -2.68 -0.28 0.72 3.15 4.76
% Positive Periods 81% 94% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.72 29.27 18.57 9.40 5.84 5.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.60 2.62
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 37.55 13.96 9.87 7.55 7.04 5.49
Worst Rolling Return (%) - Annualized -19.31 -7.95 -2.50 -1.76 0.54 2.18
% Positive Periods 68% 83% 88% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.72 29.27 18.57 9.40 5.84 5.47
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.60 2.62
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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.

US INFLATION PROTECTION PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:
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Rolling Returns

( more details)

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
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

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

Seasonality

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

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.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the US Inflation Protection Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

US INFLATION PROTECTION PORTFOLIO
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
232 Positive Months (64%) - 128 Negative Months (36%)
310 Positive Months (66%) - 162 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • TIP - iShares TIPS Bond (TIP), up to December 2003

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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