Beets, parsley, and other iron rich veggies can cause you to overdose on iron if consumed in large quantities over an extended period. What I've read is no more than 4 oz of beet or parsely juice per day.
Women shed iron during their fertile years, but men accumulate iron unless they give blood. Excessive iron causes serious illness in some.
Being cold all the time is a sign of anemia, so being warmer after drinking beet juice indicates that your body made more red blood cells with the iron in the beets!
A cheap way to have your iron levels measured is to offer to donate blood. They won't take it if you're anemic. If they accept it, ask your iron level and schedule frequent donations if it is too high.