Why the Slowdown with External Monitor?

I have a new Retina iMac with a 4 Gig Core i7 processor, 32 Gigs of RAM and 4 Gigs of VRAM and the AMD Radeon R9 M295X chipset.  My 3 TB hard drive is well under half full.  Everything works great . . . until I attach an external monitor.
I've attached a Dell 2815Q via one of the thunderbolt ports on my iMac into the Dell's DisplayPort.  The connection is with a cable, supplied with the monitor.
All computer functions are so painfully slow, it becomes barely usable.  Finder functions--moving windows, mouse operations are like molasses.  Scrolling is so bad that reaction time is near 5 seconds and then it continues to scroll after the physical mouse gestures cease.
Why is this so sluggish?  I would have thought with the processing power and video capabilities of my new iMac that this problem would not occur.  When I disconnect the Dell, of course, everything is speedy again.
Is there anything I can do to fix this?  The Dell provides beautiful images, but it is virtually worthless with the slowdown in speed.

The warranty entitles you to complimentary phone support for the first 90 days of ownership.
If you bought the product in the U.S. directly from Apple (not from a reseller), you have 14 days from the date of delivery in which to exchange or return it for a refund. In other countries, the return policy may be different. If you bought from a reseller, its return policy applies.

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