What is the Ivy portfolio really made of?

5 holdings. Together they swing like 1.8 separate bets. VNQ is 20% of the money and 35% of the risk.

Daily prices, 8 Mar 2007 to 6 Nov 2026. What happened, not a forecast.

Mebane Faber’s Ivy portfolio: US stocks, international stocks, real estate, commodities and Treasuries, a fifth each.

Measured on 2026-11-06

What it is made of

Company	Share of everything	Through
VRTPX	2.9%	VNQ 2.9%
WELL	1.7%	VNQ 1.7% · VTI 0.0%
PLD	1.4%	VNQ 1.4% · VTI 0.0%
NVDA	1.3%	VTI 1.3%
AAPL	1.2%	VTI 1.2%
EQIX	1.1%	VNQ 1.0% · VTI 0.0%

This table names the companies behind 69% of the money. The rest is held too, in positions this measurement could not name.

Where the risk sits

Holding	Money	Risk	Ratio
VNQ	20%	35%	1.73
VEU	20%	27%	1.35
VTI	20%	24%	1.22
DBC	20%	16%	0.78
IEF	20%	-2%	-0.08

Since last week

Separate bets: 1.8 (a week earlier 1.8). Largest company: VRTPX 2.9% (a week earlier VRTPX 2.9%). Volatility over the whole window: 14.5% (a week earlier 14.5%).

The reading, in full

PORTFOLIO: Ivy
2007-03-08 to 2026-11-06 · 4,950 trading days · USD

5 holdings.
Together they swing like 1.8 separate bets.

VNQ: 20% of the money, 35% of the risk.
Volatility 14% · worst fall on record 47%.
Risk 11% → 8% over the last year, mostly because the holdings moved together differently.

Descriptive. No forecast, no advice. Every figure above is measured over the window named at the top.
folionomiq.com

What this does not say

Every figure is measured on past daily prices over the window below. It is not a forecast of returns or losses.
VTI before 2001-06-15 is measured on the daily moves of VTSMX, an older fund on the same index (CRSP US Total Market), from 1992-04-27. VNQ before 2004-09-29 is measured on the daily moves of VGSIX, an older fund on the same index (MSCI US IMI Real Estate 25/50), from 1996-05-13. Those years describe the older funds, not the younger ones' own records. Older crises may still lie outside the window.
These are model allocations as they are commonly described, not recommendations; the weights measured are the ones printed above.

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Measured 2007-03-08 to 2026-11-06 over 4,949 trading days, in USD, from Yahoo Finance prices. Descriptive: this page reports what these holdings have done and how their risk is built. It does not forecast returns or losses and it is not advice. How every figure is measured. Terms and privacy: /terms. If a figure looks wrong: [email protected].