What Causes Constant Fatigue After Changing Birth Control Pills?

I have been fatigued for the last couple of days - which is out of character for me. I am sleeping well and eating a high protein diet. I have been able to do my normal workouts (high intensity interval training) but feel exhausted at the end of the day. My OB/GYN changed my BCP that no longer provides an iron supplement the week of my period. Could my symptoms be related to the lack of iron/premenopausal?