As usual, I have prepared a jsperf test for you to check it for your own and compare the results in several browsers.
An important thing to bear in mind is that Underscore ‘each’ implementation will check for the existence of native Array.prototype.forEach. That’s why you will see that its performance value is very similar to native implementations’ time.
In short, in almost any browser, normal loops are faster than JQuery and Underscore libraries so I recommend you to use them if possible. Remember I said ‘almost any browser’ because Internet Explorer 9 is really faster using native array forEach implementation.
I hope you have found this useful.