There is several ways to make it faster, this tutorial will lead you to export 4000 records in just 5 seconds (Woogggghhh cool ^_^").
This how it's work, write the data you want to export to a clipboard then open Excel application using SysExcelApplication (SysExcelApplication class just use for opening excel application ^_^") then paste the clipboard, and this is the code :
Good luck brother ;P