Is my data private? Does anything leave my iPhone?

Everything you write and everything you say stays on your iPhone by default.

Speech is transcribed on the device itself. Your voice is not uploaded anywhere to be turned into text.

Automatic backup is off until you turn it on. Until then nothing is copied anywhere — not to iCloud, not to a file, not to us. If you do switch on iCloud backup, the copy goes to your own iCloud account and nobody else can read it. The same is true of Dropbox and Google Drive: those upload only after you connect them yourself.

There is no analytics account tracking what you write, because there is no account.