3-pin resonator? If not, you need caps.
That IC is a switching regulator. You need caps on the input and output side. Without, it may be unstable, or switching noise could cause all kinds of problems. The typical application diagram suggests using a coil as well, so chances are the output is not quite DC, even if your voltmeter averages it out as such. (I've never used one of these, and haven't read the datasheet, so I could be full of it -- but it would explain your results.)