Genzero was a Java FIX (stock market trading) engine I wrote about 7 years back, which was equally as fast as C++ engines, faster in many cases. We did rather take things to extremes.
Here is a latency graph from testing:
The latencies on this concurrent connections benchmark are of the order of tens of milliseconds. Note the scale on my graph is in micro-seconds, and this was measured using a network tap so its the real network message in/out latency to the wire. This is 3 orders of magnitude faster than your typical web server, 100% in Java and relies heavily on mutability to avoid creating garbage. Of course, we are comparing different tests here, but I put it up just to show what some people are striving for on the server.
That said, your benchmark does show that in many cases immutability isn’t a bottleneck, I am pleasantly surprised by it. 
Certainly good enough for the web, just perhaps not for electronic trading or HPC.
Extreme efficiency can be important in HPC, because a factor of 10 speed up can mean you have 10x less servers to pay for. In many cases all the difference between a profitable operation and an unprofitable one.