I had pretty much the same issue with the RTD in my boil kettle reading a little under at boil (211F on an average day here) and a smidgeon high at freezing temps. I approached it as I wanted the error to be nearly zero at mash temperatures, then I calibrated the sensor in my mash tun to the boil kettle (eBrutus2.0).
So, according to Wikipedia, the highest point in Albany is 324 ft above sea level. If your house happens to be sitting on that hill, your average boiling point is 211.4*F. Your ice water bath was busy melting, not freezing, so most likely was 33*F. This means you were maybe 1 degree high at freezing and 4-5*F low at boiling. Assuming linear error, this would put you at zero error at 62*F and (here come the technical terms) ABOUT *3F low around your critical mash temps.
This just happens to match mine pretty closely as I also am running a +3*F modifier. You didn't happen to get your RTD off the slow boat too, didya? Were the threads on it all sloppy loose? Hope this helped, cheers!