How to overwinter Louisiana Iris in Zone 5?

It will be interesting. It would also be a "good thing" if people would add a note to the Plant File page for the daylilies they have to say how well it increases...or not. I have some that zoomed off right from the start, growing by leaps and bounds and others that just seem like they're waiting to take the last gasp.

Here, the one on the left is new but the one on the right is two years old and should be much bigger. I think it suffered a lack of care before it ever got here and was probably out of the ground much too long so it's taking a very long time to recover.

Thanks for all the advice! There is absolutely no way to heat the pond and still have money to heat the house and greenhouse (or eat, a secondary concern). So, looks like I'll be swimming today and pulling the iris. I'll leave them in the pots, put them in the root cellar, but make sure the kitty litter remains moist. I'll also lift the cannas and callas today and put the tubers in there too. It looks very cold outside...
They were new this summer, so I have no pictures of flowers. Next year the pond should be rainbow of color with the lilies, lotus, louisianas and cannas.

Do they all want the same humidity and temperature?

The cannas and callas are going to be pulled and hung in onion bags. At least that was my plan...