It is not a jellyfish and, it's not an it, it’s a they. The Portuguese man-of-war is a siphonophore, an animal made up of a colony of organisms working together.
SCIENTIFIC NAME: Physalia physalis
Man-of-wars are found, sometimes in groups of 1,000 or more, floating in warm waters throughout the world's oceans. They have no independent means of propulsion and either drift on the currents or catch the wind with their pneumatophores. To avoid threats on the surface, they can deflate their air bags and briefly submerge.