Fiddler2 will provide load time information for your pages and all their content. In addition IE8's developer tools will indicate the load time for you of functions within the page. Just press F12.
For Fiddler, simply load the page and watch the headers/time results in the right hand frame.
For the IE8 Developer Tools:
- In the Profiler Tab, click Start Profiling
- Reload the page F5 then press Stop Profiling once loaded and you can see the time to call each function or the entire call tree.
You can also use Firebug Lite to give IE some Firebug love... just get and log the date at the beginning of the page load... and at the end of the page load... and log the delta.