I think you meant [tex]\mathbf{J} = \mathbf{I} + m(r^2\mathbf{1} - \mathbf{r}\mathbf{r}^T)[/tex], because [tex]\mathbf{r}^T \mathbf{r} = r^2[/tex], which is not even the right type of tensor.
To show that this gives the correct moment of inertia about a certain axis, let e be a unit vector giving the direction of this axis. Then the moment of inertia about this axis is
[tex]\mathbf{e}^T\mathbf{Je}<br />
= \mathbf{e}^T \mathbf{Ie} + m(r^2 \mathbf{e}^T\mathbf{1e} - \mathbf{e}^T\mathbf{rr}^T\mathbf{e})[/tex]
[tex]= \mathbf{e}^T \mathbf{Ie} + mr^2 - m(\mathbf{r} \cdot \mathbf{e})^2[/tex]
[tex]= \mathbf{e}^T \mathbf{Ie} + mr_\perp^2[/tex], where [tex]r_\perp[/tex] is the perpendicular distance from the centre of mass to the axis.