IUI- unsuccessful

I had my first IUI procedure done December 22. Well yesterday I did the blood exam. I've still yet to get a call back from the doctors. But yesterday before going to get blood work done. I took a at home test and it was negative. I know it was probably too early for an at home to give a positive result. But today I got my period I do believe. I don't think it's sporting because it's heavy. I'm very discouraged.. I know it's the first time. But I feel like it was a wasted attempt. My doctors before the procedure for the IUI had found they blood work that I may have already ovulated. But they thought the window may still be open to do the IUI. But now looking back.. I feel like we wasted the sperm and should of waited for the following month to attempt. Has anyone have any insight? Or have gone through something similar?