Add whatsnew note

Author: makbigc

doc/source/whatsnew/v0.25.0.rst

@@ -251,6 +251,8 @@ Performance Improvements
 - Improved performance of :meth:`read_csv` by much faster parsing of ``MM/YYYY`` and ``DD/MM/YYYY`` datetime formats (:issue:`25922`)
 - Improved performance of nanops for dtypes that cannot store NaNs. Speedup is particularly prominent for :meth:`Series.all` and :meth:`Series.any` (:issue:`25070`)
 - Improved performance of :meth:`Series.map` for dictionary mappers on categorical series by mapping the categories instead of mapping all values (:issue:`23785`)
+- Improved performance of :meth:`IntervalIndex.intersection` (:issue:`24813`)
+
 
 .. _whatsnew_0250.bug_fixes: