I'm not an expert at SignalR, but I work for a company that produces a commercial implementation called WebSync .
My initial suspicion is that you could use a restriction for concurrent requests for IE.
First, does the same test work fine in Firefox, but not in IE? (IE is usually worse than other concurrent request browsers). Also tested which version of IE? Limiting concurrent requests is different for different generations of browsers. Take a look at this article which documents concurrency restrictions for IE . In IE, this limit can even affect multiple copies of the same page open in different windows. But it depends on the version of IE, Microsoft has been steadily improving over time.
In some cases, IE will only work with two simultaneous domain requests! It might be worth opening the developer tools in your browser and keeping an eye on the active HttpRequests. You will see a long polling request for SignalR, but see if their other frequent AJAX action is possibly blocking the second available request slot. (Maybe something else completely unrelated to SignalR that also makes AJAX requests? Or maybe a slow loading resource, like bloated CSS or a JS file?)
For WebSync, we fix this problem by moving websync to a subobject such as stream.mydomain.com. Now your page resources are still on "www.mydomain.com", so even in the worst case, IE may have 2 simultaneous requests for "www". and 2 simultaneous requests for "stream". If your site is very massive, we can further separate the subdomain using "a.stream.mydomain.com", "b.stream.mydomain.com", ... "z.stream.mydomain.com" which can alleviate the problem if the end user is likely to open the page in several browser windows (each of the windows points to the same domain).
If you cannot move your long connection, some people move other things, such as images, stylesheets, and javascript, into a separate domain, such as "static.mydomain.com", so that these requests go somewhere else.