It's a Reticulated Iris. Grows from a bulb. It blooms for a short time very early in the spring. The leaves hang around for a month or so after the flowers are spent, then they fade away as well, not to be seen again until next year. Sort of the iris equivalent of a daffodil.
They aren't difficult to grow outdoors if you can give them the right conditions. They need some winter chill to trigger bloom and don't like moisture during the summer.