The privacy modes of browsers have a few effects that increase privacy, mostly by not saving data between sessions:
* Cookies and local storage are deleted when the tab or window is closed.
* Browsing history will be deleted when the tab or window is closed.
The first means websites cannot track you across sessions, unless you log in to their site. The sites will still be able to track activity you do on their site, such as submitting a search request – they will just have more trouble linking it to other activity on the site.
Both of the two means that somebody with access to the computer used will have more difficulty figuring out what you were doing. It will not completely prevent it, but does make it harder.
Anybody with access to the computer prior to your browsing can definitely capture what you were doing. Those with access afterwards might be able to recover the browsing data with the correct software.
People between you and the remote server, such as your ISP, generally can see some parts of your activity. HTTPS and VPNs drastically mitigate this part.
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