This will appear when you right click on the Epiphany launcher in GNOME Shell >= 3.12.
https://bugzilla.gnome.org/show_bug.cgi?id=736333
5b25f91 Add New Incognito Window desktop action
data/epiphany.desktop.in.in | 5 +++++
1 file changed, 5 insertions(+)
Upstream: git.gnome.org