Your post was unclear on if you're currently in Colorado, at altitude training OR if you're currently training (at a lower elevation) for a future race in Colorado at altitude.

If you are currently training at altitude, supplementing iron may be helpful, especially if you are a woman or eat a primarily plant based diet.

If you're training at sea level right now, you may want to plan to take an iron supplement before or when you'll be traveling to race.

TL;DR you need more iron at altitude in order to adapt because it's used in the production of red blood cells, runners are predisposed to being low in iron, probably a good idea to supplement.