The button on the top left corner is not the "Back" button, it would be the "up" button, and it's just a button in the action bar, onBackPressed refers to the hardware back button being pressed. Navigation with back and up is not necessarily the same ("back" means go to where I was before, whereas "up" means go to the upper level in the app hierarchy). Take a look at http://developer.android.com/design/patterns/navigation.html for more information.
(Also, try to avoid a splash screen, they are highly discouraged in android design patterns)
Edit: I forgot to mention how to actually handle the "up" button. You do that on your activity's onOptionsItemSelected:
@Override
public boolean onOptionsItemSelected(MenuItem item) {
if (item.getItemId() == android.R.id.home) {
// Handle "up" button behavior here.
return true;
} else {
// handle other items here
}
// return true if you handled the button click, otherwise return false.
}