Ivy Portfolio

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.

Asset Allocation

  • 20% Total Stock Market
  • 20% International Stocks
  • 20% Intermediate Bonds
  • 20% Commodities
  • 20% REITs

Performance

Change the home country to translate the portfolio to local assets, currency, and inflation