When operating in such a mode, the browser creates a temporary session that is isolated from the browser’s main session and user data. These modes are designed primarily to prevent data and history associated with a particular browsing session from persisting on the device, or being discovered by another user of the same device.
Google Incognito mode is not as private as you might like to think
Google accused of misleading users over data collection practices
Read more "Google Incognito mode is not as private as you might like to think"