PERF: perf regression index construction from series (GH6150)
closes #6150

@hayd easy enough....
 back to the old perfs

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
index_from_series_ctor                       |   0.0233 |   7.7777 |   0.0030 |
dtindex_from_series_ctor                     |   0.0143 |   4.1296 |   0.0035 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

Target [20e3fcc] : PERF: perf regression index construction from seris (GH6150)
Base   [6d889d4] : BLD/TST: one more skip_errno for @network

```
 Awesome!
