We were able to install the developer version of Windows Phone 8.1 on our WP device. When we fired up Internet Explorer 11 on it and we were surprised to find the presence of Incognito Mode which is present on the device by the name of In Private browsing. You can start this by tapping on the three dots and by selecting “new inprivate tab” from the list of options.
In this mode, any data, and cookies that you download will be wiped off once you close its tab. Also no URLs will be saved when you browse on your device when using this mode. So in short, nothing is saved when you browse using this mode.
Finally you will be able to enjoy InPrivate Browsing mode just like you do on Windows 8 computers, that is without leaving any trace of your surfing details.