Stock Portfolio Calculator

Add the cost basis of every position (shares × purchase price + commissions) for the total cost, and the current values (shares × current price) plus cash dividends received for the total received. The gain is total received minus total cost, and the return is the gain divided by total cost. The sample portfolio here: $6,000 gain on $16,450, a 36.47% return.

Divide the position's current value by the portfolio's total current value and multiply by 100: a $12,000 position in a $60,000 portfolio is a 20% weight. Weight uses current value, not cost, because it reflects your live exposure; a stock that has risen sharply carries more weight than its cost suggests, which is why checking weights is part of portfolio monitoring.

Use (total received ÷ total cost)^(1 ÷ years) − 1, with the holding period set under Advanced. A 24.22% total return over three years is a CAGR of 7.50%; the sample portfolio's 36.47% over three years is 10.92% a year. The figure is blank when the total received is zero, and it assumes one holding period for every position.

Yes. Each row has an optional Dividends field for the cash dividends received from that position and not reinvested. They are added to current value before the gain and return are computed, giving total return rather than price return. Do not enter reinvested dividends: the extra shares they bought are already in the share count and current value.

This calculator measures performance: how much each position and the whole portfolio have gained or lost against what you paid, and each position's weight. A portfolio allocation calculator measures drift from target percentages and the buys and sells needed to rebalance. Use this page for gain, loss and return; use the Portfolio Allocation Calculator for drift and rebalancing.

Sum the cost basis, the current values and the dividends across all stocks, then apply (total received − total cost) ÷ total cost. This weights each position by its dollar size, so large positions move the result more than small ones; it differs from a simple average of the individual returns unless every position cost the same.

Time-weighted return measures how the investments performed, ignoring when money was added or withdrawn, by chaining the returns between cash flows; fund managers are judged on it because they do not control deposits. Money-weighted return (IRR, or XIRR in a spreadsheet) measures how your money performed, so adding cash before a rise helps it. Brokers label these differently, so check which your statement shows.

A simple gain over cost understates the return, because the new money was invested for only part of the year. The Modified Dietz method weights each contribution by the share of the period it was invested: start $50,000, add $10,000 at mid-year, end at $66,000. Gain = $6,000; weighted capital = $50,000 + $10,000 × 0.5 = $55,000; return = 10.9%, against 10.0% on a $60,000 base.

For tracking performance it does not matter; use the total you paid. For taxes it decides which lots you are treated as selling. First in, first out is the IRS default for stock and usually sells the oldest, lowest-cost shares first. Specific identification lets you choose lots if you identify them to your broker at the time of sale; average cost is generally limited to mutual fund and dividend-reinvestment shares (IRS Publication 550).

An unrealised gain is the paper profit on a position you still hold — current value minus cost basis — and can shrink before you sell. A realised gain is locked in by a sale and is the only kind on your tax return. 100 shares bought at $50 and now at $70 show a $2,000 unrealised gain; sell 40 and $800 is realised while $1,200 stays unrealised.

There is no rule, but weight is the number to watch: $15,000 in one stock in a $60,000 portfolio is a 25% weight, so a 40% fall in that company removes 10% of the whole portfolio. Concentration risk is greater still when the stock is your employer's, because your income depends on the same company. Weights drift as prices move, so review them periodically, not only at purchase.

Multiply each holding's weight by its expected return and add the results: 60% in a stock fund expected to return 8% and 40% in a bond fund at 4% gives 0.60 × 8% + 0.40 × 4% = 6.4%. Use current weights, not cost weights. The same formula with realised returns gives a completed period's return; it says nothing about risk, since two portfolios with a 6.4% expected return can behave very differently.