Established irises usually resist freeze-thaw cycles handily, but newly planted seedlings and late-transplanted adult cultivars are vulnerable, especially if the winter is very wet. It can take months for the dirt in newly planted beds to settle and compact. During this time, the sun, Jack Frost and the rain can combine to coax the plants up to where their roots are exposed, to be cooked by the sun. A good precaution is to cover those vulnerable beds with 1-2 inches of finely shredded wood mulch just after the first hard freeze of the winter. What the mulch does is provide a sort of insulating blanket over the roots, absorbing/deflecting the winter sun, tending to keep the temperature below the mulch more even during the 24-hour cycle, and shielding the roots from direct rainfall. You'll have to remove this mulch in spring, of course, but you'll have saved your plants.