Is 1st attempt IUI failure common?

My wife and i just went through our first IUI. Unfortunately it was not successfull. She had 4 follicles released (3 of them mature). She has what is called "unexplained fertility" (all tests are normal, no pcos or any other diagnosis). I have normal sperm number and quality. My question is, is it uncommon for a 1st IUI to fail? We are going to be going through are second attempt this month.