Is "Incognito" safer than proxies or anonymizer sites?
The visited sites history and cookies will be automatically deleted as soon as a tab is closed in "Incognito", but the data still exist at the sites we have visited, and at times some files may be saved during a session. Is it possible to clear this too?
Your IP is not hidden in any way when surfing in "incognito mode". It only affects what is stored on your personal computer. If you explicitly download a file to the hard drive, it is not erased when closing the browser, but cookies, etc., are.
A proxy in itself will hide your personal IP, but instead won't help you with tracking cookies that are stored on your personal computer. "Incognito mode" and proxies function in different domains, in that way.
"The trouble with Google Chrome's incognito mode is actually down at least in part to Google's own desire to store information about users' surfing habits - it uses this kind of information not only to improve its own searching algorithms but also sell more targeted advertising opportunities to advertisers.
So it seems that if you sign into your Google Account on http://www.google.com while in incognito mode, your subsequent web searches are recorded in your Google Web History. That might not seem so bad, except that it may be that more than one person in your household shares a single Google Account, potentially making your web surfing rather less than 'incognito'. "
You should not consider any browser "incognito mode" safe relative to a proxy or anonymizer. All the browser can do is delete or not track history and delete cookies (and possibly local storage?) on closing. This means that any external client, especially the website you are visiting, can track you pretty much the same as if you were't browsing incognito.