Real Return

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The only return that grows your purchasing power.

Quick Answer

What is Real Return?

Real return is your nominal return minus inflation. A portfolio that returned 7% in a year CPI rose 3% had a real return of approximately 4%. Real return is the only return that grows your purchasing power — and over long horizons, inflation drag is larger than most retail investors appreciate.

R_real = (1 + R_nominal)/(1 + π) − 1 ≈ R_nominal − π

Formula

Rreal = (1 + Rnominal) / (1 + π) − 1
Rnominal = your portfolio's nominal return · π = inflation rate (CPI growth) over the same period

For small numbers the approximation R_nominal − π is fine. For larger inflation rates the exact formula matters — at 10% nominal and 8% inflation, the approximation gives 2% but the exact formula gives 1.85%.

Intuition — what is this number telling you?

The compounding effect of inflation is brutal over long horizons. At 3% inflation, every dollar today is worth 74 cents in 10 years and 55 cents in 20 years. A 5% nominal return in 3% inflation is only 1.94% real — half what it looks like. A 30-year retirement plan that ignores inflation will run out of money.

Worked example

Step-by-step

Your portfolio earned 9.5% nominal in a year CPI rose 3.2%.

Real return = 1.095 / 1.032 − 1 = 6.1%

Foliolytic computes this using actual monthly CPI data from the U.S. Bureau of Labor Statistics going back to 1947, not a fixed inflation guess.

What's a good Real Return value?

Long-run real returns (US data, 1928–present):

AssetLong-run real CAGR
3-month T-bills~0.3%
10-year Treasuries~2.0%
S&P 500 (total return)~7.0%
US small caps~8.5%
Gold~1.5%

Related metrics

CPI (Consumer Price Index)  ·  Risk-Free Rate  ·  CAGR  ·  Annualized Return

Frequently asked questions about Real Return

Why is real return important?

Because it is the only return that grows your purchasing power. A 5% nominal return in 5% inflation is a 0% real return — you broke even with eating the loss of buying power.

How is inflation measured?

In the US, by the Consumer Price Index (CPI) from the Bureau of Labor Statistics. Foliolytic pulls monthly CPI back to 1947 from FRED.

Should I use real or nominal returns in retirement planning?

Real. Retirement spending happens in future dollars that have to retain purchasing power. Real return is the input that makes retirement math honest.

Does Foliolytic compute real returns?

Yes — the metrics panel shows both nominal and real values for major return metrics. Real numbers use actual monthly CPI data, not a fixed assumption.

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