PERF: fix clean_index_list perf
closes #16285

```
In [1]: np.random.seed(1234)

In [2]: import pandas as pd
   ...: from numpy import random
   ...: dct = dict(zip(range(1000), random.randint(1000, size=1000)))
   ...: keys = random.randint(1000, size=1000000).tolist()
   ...: %timeit [dct[k] for k in keys]
   ...: sdct = pd.Series(dct)
   ...: %timeit sdct[keys]
```

0.19.2
```
76.7 ms ± 1.12 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
568 ms ± 5.07 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
```

0.20.1
```
85.9 ms ± 2.58 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
691 ms ± 20.4 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
```

0.20.2
```
90.5 ms ± 1.09 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
282 ms ± 5.11 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
```
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=h1) Report
> Merging [#16295](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/4bed864a24901d9c2baab5e17c57c956a188602f?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16295/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16295      +/-   ##
==========================================
- Coverage   90.39%   90.37%   -0.02%     
==========================================
  Files         161      161              
  Lines       50863    50863              
==========================================
- Hits        45977    45969       -8     
- Misses       4886     4894       +8
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.16% <ø> (ø)` | :arrow_up: |
| #single | `40.33% <ø> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `95.75% <ø> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.59% <0%> (-0.1%)` | :arrow_down: |
| [pandas/io/clipboard/clipboard.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2NsaXBib2FyZC9jbGlwYm9hcmQucHk=) | | |
| [pandas/io/clipboards.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2NsaXBib2FyZHMucHk=) | `100% <0%> (ø)` | |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.03% <0%> (+0.34%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=footer). Last update [4bed864...b8fb546](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=h1) Report
> Merging [#16295](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/4bed864a24901d9c2baab5e17c57c956a188602f?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/16295/graphs/tree.svg?token=eZ4WkYLtcO&width=650&src=pr&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #16295      +/-   ##
==========================================
- Coverage   90.39%   90.37%   -0.02%     
==========================================
  Files         161      161              
  Lines       50863    50863              
==========================================
- Hits        45977    45969       -8     
- Misses       4886     4894       +8
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.16% <ø> (ø)` | :arrow_up: |
| #single | `40.33% <ø> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `95.75% <ø> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.59% <0%> (-0.1%)` | :arrow_down: |
| [pandas/io/clipboard/clipboard.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2NsaXBib2FyZC9jbGlwYm9hcmQucHk=) | | |
| [pandas/io/clipboards.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2lvL2NsaXBib2FyZHMucHk=) | `100% <0%> (ø)` | |
| [pandas/core/common.py](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY29tbW9uLnB5) | `91.03% <0%> (+0.34%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=footer). Last update [4bed864...b8fb546](https://codecov.io/gh/pandas-dev/pandas/pull/16295?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
