PERF: improve perf of index iteration (GH7683)

closes #7683

``PeriodIndex`` creation is still in python space, not much help

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
timeseries_iter_datetimeindex_preexit        | 546.1044 | 3686.5337 |   0.1481 |
timeseries_iter_datetimeindex                | 607.6663 | 3883.4966 |   0.1565 |
timeseries_iter_periodindex_preexit          |  71.6507 |  61.9530 |   1.1565 |
timeseries_iter_periodindex                  | 7346.7317 | 6086.1207 |   1.2071 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

Target [fcc05d0] : PERF: DatetimeIndex.__iter__ now uses ints_to_pydatetime with boxing
Base   [f9493ea] : Merge pull request #7713 from jorisvandenbossche/doc-fixes3

DOC: fix doc build warnings
```