PERF: Index.insert
```
import pandas as pd

idx = pd.Index([4, 5, 6])

%timeit idx.insert(1, 19)
26.7 µs ± 299 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)  # <- master
15.5 µs ± 185 ns per loop (mean ± std. dev. of 7 runs, 100000 loops each)  # <- PR
```
some tests failing