This is precisely my experience.
Thread detour:
Although lately I've been running an E30ish mixture (E85 with 93 octane) as it really reduces any knock (according to the Cobb AP), and the car pulls harder. This is with the latest Cobb Stage 1 revision that is not Ethanol specific. I do get about 2 mpg less using the E30 mixture.
I considered getting an actual E30 tune this year so I can run that specific map, but I don't really know the actual E content in the E85 pump near my house (says it may be 51-85%), and I don't want to mess with testing it every time. So it could be anywhere from E20 to E30 when I put in 3 gallons of E85 with 8 gallons of 93 (10% ethanol) according to this online calculator:
http://www.wallaceracing.com/ethanol-mix-calc.php
Since this is my daily driver, I figure I'm safer just running a regular 93 octane tune, despite leaving some power on the table.