The Ivy portfolio is described by Mebane Faber in the book The Ivy Portfolio, which details the investing strategies of the Harvard and Yale endowments. Faber also encourages momentum timing strategies within these assets, but for direct comparison all charts here show simple annual rebalancing just like all of the other portfolios.
- 20% Total Stock Market (UK)
- 20% World Total Stock Market
- 20% Intermediate Term Gilts (UK)
- 20% Commodities
- 20% REITs (USA) *
Because verified data is not available, this portfolio includes estimated returns prior to 1972. Data for those years is highlighted on each chart.
(*) If a USA REIT fund is not available, a broad global REIT fund is a good alternative. US real estate makes up a large percentage of global REITs so the numbers should be pretty close in normal portfolio percentages.