Using IntelliJ\'s diff viewer is a very nice way to review code because you can make changes in your local version with all the capabilities of the IntelliJ code editor (ref
Though Jon Tirsen's answer is correct, you need to go through entire text in order to understand how to do that.
Here's the images of the same in mac.
UPDATE: In the new UI, click on Show Diff with Working Tree
Files and press cmd + dcmd + shift + ] and cmd + shift + [ to shift between files.Diff Tip: IntelliJ provides advanced diff features. You can check those on the 3rd image.