Interesting, general consensus I thought has always been IE's the fastest around, seems like Mozzila's been doing some work after all.
There should of course be little or no difference in the retrieval of the page in each browser unless your IE cache hasn't been changed from it's default values which is something like 5% of your total drive space which can make it slooooow right down. IE also uses a highly compressed cache which can cause slowness when its large also.