Event on several different days
I don't think what you need is possible using the built-in iCal feed and a single event - not without writing an extension.
However, perhaps @petednz-fuzion can chime in on the status of his yet-to-be-published extension which I think will meet your needs.  You could create three events, use the extension to ensure that there's a single registration for all three, then your iCal feed should be accurate.
The manual equivalent of this would be to create three events, but only expose the registration for the first one.  When registration closes, use a search to find and add the registrants to the second and third events.  This is actually pretty workable when there's only three days in the series - but pretty tedious when there are 12, so hopefully Pete's extension is almost ready to publish :)