Yeah this. With the phone off, hold the home button and plug it into your computer. Keep the home button held until it comes up with the iTunes recovery screen. Then restore the phone via iTunes.
Keep in mind that you won't be able to recover a backup that was made with iOS 9. Also, if you want to do this make sure you do it before Wednesday, as Apple may stop signing 8.4.1 upon the release of iOS 9.
Also, try a search in the future. This question has been answered many times.