Analyze, backtest, simulate, and optimize your portfolio.
Test investment ideas against decades of market history. Measure risk, returns, drawdowns, diversification, and the probability of reaching your goals — all in one clear, transparent dashboard.
No account required for backtests. Results are hypothetical and for education only.
Everything you can analyze
14 purpose-built tools, from a first backtest to a constrained optimization — each with transparent math and built-in explanations.
Backtest Portfolio
See how a portfolio would have performed across market history.
Open tool →Asset Class Backtest
Test broad asset-class mixes instead of individual tickers.
Open tool →Monte Carlo Simulation
Project thousands of possible futures for your portfolio.
Open tool →Asset Correlations
Measure how your holdings move together.
Open tool →Rolling Correlations
Watch correlations shift over time.
Open tool →Efficient Frontier
Visualize the best return for every level of risk.
Open tool →Portfolio Optimization
Find optimal weights for your objective and constraints.
Open tool →Financial Goals Planner
See whether you're on track for a future goal.
Open tool →Retirement Withdrawal Lab
Will your savings last? Test withdrawal strategies and your safe rate.
Open tool →Tactical Allocation
Backtest rules-based timing and momentum strategies.
Open tool →Black-Litterman Optimizer
Blend the market's implied returns with your own views.
Open tool →Factor Analysis
X-ray a portfolio's market, size, value, momentum & quality exposure.
Open tool →Stress Test / Scenarios
Replay 2008, 2020 & 2022 on your portfolio — and run rate/equity shocks.
Open tool →Stock Fundamentals
Read any company's financials, ratios & dividend history — in plain English.
Open tool →How it works
From idea to insight in four steps.
Pick a tool
Choose from backtesting, simulation, optimization, correlations, and goal planning.
Enter your portfolio
Type tickers (with live search) or pick an example, then set weights, dates, and assumptions.
Run the analysis
We fetch real market data and compute everything server-side in seconds.
Read & share
Explore interactive charts and tables, then export CSV/PDF or share a read-only link.
Why Informed Portfolio
Transparent methodology
Every metric is computed with documented, unit-tested formulas — CAGR, volatility, Sharpe, drawdown, beta, alpha, and more. No black boxes.
Real, broad data
Decades of split-adjusted prices and dividends across thousands of US stocks and ETFs from Twelve Data, plus Treasury yields and inflation from FRED (Federal Reserve).
Educational by design
Plain-English explanations on every term, clear disclaimers, and no buy/sell recommendations — built to help you learn, not to sell signals.
Free to start
All 14 tools are free to use, with AI Insights and CSV export. Upgrade to save your work, get clean PDF reports, share links, monitoring, and deeper AI Insights.
Reproducible results
Simulations store a random seed, so the same inputs always reproduce the same outcome — important for honest research.
Yours to export
Download any analysis as CSV or PDF, save it to your dashboard, or publish a read-only link — no lock-in.
Understand every number
Hover any metric in the app for a plain-English definition; click for the full explanation. Try a few — these are interactive:
Example portfolios
Load a ready-made allocation into the backtester and tweak from there.
Classic Balanced
The textbook 60% stocks / 40% bonds split. Stocks drive long-term growth while bonds cushion the downturns and reduce swings. A sensible all-purpose middle ground — less growth than all-stock, but noticeably smoother.
Global Three-Fund
Total US stocks + total international stocks + total bonds. Like Classic Balanced, but it diversifies the stock sleeve worldwide so you're not betting on a single country — at the cost of tracking the US market less closely.
All-Season Diversified
Spreads risk across stocks, long- and intermediate-term bonds, gold, and commodities so something tends to hold up in any environment. Designed for low drawdowns and a steady ride; usually trails an all-stock portfolio over long bull markets.
Four Corners
Equal 25% quarters of US stocks, international stocks, bonds, and real estate (REITs). The simplest way to hold four distinct building blocks; rebalancing keeps any one from dominating.
Conservative Income
Bond-heavy (50% bonds + 10% inflation-protected bonds) with a small stock and REIT sleeve. Prioritizes capital preservation and income over growth — suited to shorter horizons or a lower tolerance for losses.
Aggressive Growth
100% stocks, 70% US and 30% international. Maximizes long-run growth potential and accepts the largest swings and deepest drawdowns. Best for long horizons and investors who won't panic-sell in a crash.
A worked example for every tool
Concrete scenarios that load with one click — the fastest way to learn what each tool does.
Global Three-Fund vs. the S&P 500
Backtest a classic US + international + bonds mix against the S&P 500 to see how global diversification traded growth for a smoother ride.
Load example →A diversified all-asset mix
Start from a 40/20/10 stocks, 20 bonds, 5 REITs, 5 gold allocation and see how spreading across asset classes shaped drawdowns.
Load example →Will $100k + $400/mo last 30 years?
Simulate a 60/40 portfolio with inflation-adjusted withdrawals to estimate the probability it survives a 30-year retirement.
Load example →Stocks, bonds, gold & REITs
Compare VTI, BND, GLD, and VNQ to see which truly diversify each other — gold's near-zero correlation to stocks stands out.
Load example →Stocks vs. long Treasuries vs. gold
Track VTI, TLT, and GLD to watch the famous stock–bond correlation swing from negative to positive across different regimes.
Load example →Five-asset global frontier
Build a frontier from US, developed, and emerging stocks plus bonds and gold to see the diversification 'free lunch' in action.
Load example →Max-Sharpe with a 40% cap
Optimize six assets for the best risk-adjusted return while capping any single holding at 40% to avoid concentration.
Load example →$1M retirement in 20 years
Start from $50k plus $1,000/mo in an 80/20 portfolio and see the probability of reaching $1,000,000 — and what it would take.
Load example →Can $1M support a 30-year retirement?
Run a 60/40 portfolio with the 4% rule over 30 years to see your odds, your income, and how an early crash would change everything.
Load example →Dual momentum: US, international & EM
Rotate among US, developed, and emerging-market stocks, retreating to cash when none beat T-bills — the classic dual-momentum approach.
Load example →Tilt a global portfolio toward emerging markets
Start from a 40/20/15/25 global mix and tell the model you're bullish on emerging markets — see how the optimal weights and expected returns shift.
Load example →What really drives a Nasdaq-100 fund?
Analyze QQQ to reveal its large-cap growth tilt and momentum exposure — and how little 'alpha' is left once the factors are accounted for.
Load example →How a 60/40 portfolio handles a crash and a rate spike
Stress a classic 60% stocks / 40% bonds portfolio through 2008, 2020 and 2022, then hit it with a −30% market drop and a +2% rate jump to see where the damage comes from.
Load example →Is Apple cheap, profitable, and healthy?
Pull up AAPL to see a ~27% net margin, a high P/E that reflects growth expectations, a famously sub-1 current ratio, and a young but fast-growing dividend — all explained in plain English.
Load example →Built for everyone who studies portfolios
Individual investors
Compare ETFs, lazy portfolios, and asset-allocation ideas before committing real money.
Advisors & planners
Illustrate trade-offs, stress-test withdrawal plans, and share clean read-only reports with clients.
Researchers & quants
Run reproducible backtests, optimizations, and Monte Carlo studies with transparent math.
Educators & students
Teach portfolio theory hands-on, with a built-in glossary explaining every concept.
Built to be trusted
No brokerage link needed
Portfolios here are just tickers and weights. We never ask for account numbers, balances, or brokerage credentials.
Your data stays yours
We don't sell data or run ad tracking. One session cookie, bcrypt-hashed passwords, and you can export or delete your work.
Honest, documented math
Every metric uses standard, unit-tested formulas, and every limitation — ETF proxies, end-of-day data, AI mistakes — is disclosed, not hidden.
Education, not advice
No buy/sell signals, no pressure. Clear disclaimers everywhere, built for learning and research.
Read the privacy policy, terms, and disclaimer — they're short and in plain English.
Frequently asked questions
- What is portfolio backtesting?
- Backtesting applies a portfolio's allocation to historical market data to estimate how it would have performed — its returns, volatility, drawdowns, and risk-adjusted metrics. Results are hypothetical and not a prediction of future performance.
- Is Informed Portfolio free?
- Yes. All 14 analysis tools — from backtesting, Monte Carlo, and the efficient frontier to factor analysis, stress testing, retirement planning, and stock fundamentals — are free to use, with AI Insights and CSV export. Paid plans add the ability to save portfolios and analyses, clean PDF reports, public share links, portfolio monitoring, and higher AI Insights limits.
- Where does the market data come from?
- Stock and ETF prices and dividends come from Twelve Data; Treasury yields and inflation (CPI) come from FRED, the Federal Reserve Bank of St. Louis. Returns use split-adjusted prices, and total-return calculations reinvest dividends on their ex-dates.
- Do I need an account?
- No — you can run any analysis without signing up. A paid plan lets you save portfolios and analyses, export clean PDFs, monitor portfolios with alerts, and create public share links.
- Is this financial advice?
- No. Informed Portfolio is for educational and research purposes only. It does not provide financial, investment, tax, or legal advice, and past performance does not guarantee future results.
- What is the efficient frontier?
- The efficient frontier is the set of portfolios that offer the highest expected return for each level of risk. Informed Portfolio computes it with a constrained mean-variance optimizer and highlights the minimum-volatility and maximum-Sharpe portfolios.
- How accurate are the Monte Carlo simulations?
- They estimate a range of outcomes from your assumptions about return, volatility, and correlation. They are only as good as those assumptions, and real markets have fat tails and regime shifts that simple models understate — so treat them as scenarios, not forecasts.
- Can I compare several portfolios at once?
- Yes. The backtester compares up to three portfolios side by side against a benchmark, and the optimization tools compare your result against equal-weight, minimum-volatility, maximum-Sharpe, and a benchmark.
Build, test, and understand your portfolio.
Run your first analysis free — no account, no credit card.