It's a feature in all the main internet browsers now the incognito or private browsing mode that is meant to hide your activities while browsing the internet. The value of these are overrated, they don't improve your online security or help you stay anonymous online.
The name varies but the principle is that same, privacy mode is a simple convenient tool that prevents your browser from recording certain information that is normally gathered while on the internet. Things such as browsing history and cookies are deleted at the end of the browsing session. Privacy mode doesn't stop snoopers from monitoring your activities, or websites tracking you. They also provide no protection from internet based attacks and any files downloaded during the session will remain on your harddrive.
The main purpose and intention of private browsing modes is to hide your activities from the next person who will use that computer. Shortly after introducing private browsing mode Mozilla gathered basic statistics on user behaviour. It probably doesn't come as a surprise that use of private browsing mode spikes about lunch time, early in the evening and in the early hours of the morning. The average time spent in private browsing mode was only 10 minutes.
A lot of People can still see what you're doing when in privacy mode
It may sound cynical, but Chromes incongito will never be an alternative to purpose built anonymiser tools because much of Googles business is built on gathering user information either to target their own products, or to effectively sell advertising space. So while whoever you share your computer with may not be able to see what you viewed, a lot of other people can still see what you were doing while in incognito mode.
There is a place for private browsing mode, when people use them from their specific intention, to hide activity from the next person to use that home computer. There is little to no benefit from privacy mode when using a networked company computer, or accessing potentially risky websites or trying to avoid tracking.
ZenMate offers a simple easy to use interface that brings a lot more security benefits than private browsing mode. ZenMate hides your IP, encrypts your browser traffic and comes with added benefit of enabling you to access geo-restricted content.