You don't need to.
Gains and losses, interest, and dividends within retirement accounts are tax-deferred, meaning that they remain untaxed and unreported until you withdraw money. It's taxed on the way out. You should receive a 1099-R for this purpose when you withdraw.
The opposite is true for regular brokerage accounts, which is why they send out 1099-B, 1099-INT, and 1099-DIV.
